+1,037.2%
XLE vs NYT
+183.1%
+854.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.8% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | +12.6% | +7.0% | +5.7% | +10.6% |
| 3M | +11.8% | -7.9% | +19.7% | +13.6% |
| 6M | +16.1% | -15.0% | +31.1% | +19.9% |
| YTD | +46.9% | -1.3% | +48.1% | +45.3% |
| 1Y | +53.3% | +16.9% | +36.4% | +44.6% |
| 3Y | +54.9% | +58.9% | -4.0% | +31.9% |
| 5Y | +225.7% | +40.9% | +184.8% | +179.0% |
| 10Y | +170.7% | +471.8% | -301.1% | +51.8% |
| All | +1,037.2% | +183.1% | +854.2% | +495.3% |
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 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