+226.0%
XLE vs NYT
+39.3%
+186.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | +0.5% | -0.7% | +1.2% | +0.6% |
| 30D | +6.6% | +4.5% | +2.1% | +5.8% |
| 3M | +12.3% | -8.5% | +20.8% | +13.4% |
| 6M | +18.4% | -15.1% | +33.4% | +20.7% |
| YTD | +47.2% | -3.3% | +50.5% | +46.3% |
| 1Y | +50.3% | +17.0% | +33.3% | +43.8% |
| 3Y | +55.3% | +55.7% | -0.4% | +38.2% |
| 5Y | +226.0% | +38.9% | +187.1% | +183.3% |
| All | +226.0% | +39.3% | +186.7% | +183.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling