+951.0%
SLB vs NYT
+772.2%
+178.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | +0.4% | +0.3% | +0.1% | +0.3% |
| 30D | +13.6% | +7.0% | +6.6% | +11.4% |
| 3M | +1.5% | -7.9% | +9.4% | +3.2% |
| 6M | +23.0% | -15.0% | +38.0% | +27.4% |
| YTD | +51.2% | -1.3% | +52.5% | +49.6% |
| 1Y | +63.5% | +16.9% | +46.6% | +53.9% |
| 3Y | +2.5% | +58.9% | -56.4% | -13.0% |
| 5Y | +139.2% | +40.9% | +98.3% | +104.5% |
| 10Y | -4.8% | +471.8% | -476.6% | -46.8% |
| All | +951.0% | +772.2% | +178.8% | +328.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling