+46.2%
SLB vs NYT
+16.5%
+29.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.1% |
| 7D | -4.1% | -3.9% | -0.2% | -4.1% |
| 30D | +2.5% | +4.3% | -1.7% | +2.6% |
| 3M | +2.0% | -11.7% | +13.7% | +2.0% |
| 6M | -6.3% | -14.4% | +8.1% | -6.0% |
| YTD | +36.5% | -3.0% | +39.6% | +36.4% |
| 1Y | +46.2% | +16.5% | +29.7% | +38.0% |
| All | +46.2% | +16.5% | +29.7% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NYT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling