+192.9%
XOM vs NYT
+489.9%
-297.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +4.1% | -0.6% | +4.7% | +4.2% |
| 30D | +4.6% | +4.6% | 0.0% | +3.6% |
| 3M | +14.0% | -9.6% | +23.5% | +15.8% |
| 6M | +11.0% | -14.0% | +25.0% | +13.4% |
| YTD | +40.7% | -2.8% | +43.5% | +39.7% |
| 1Y | +52.3% | +15.6% | +36.7% | +45.4% |
| 3Y | +60.5% | +56.3% | +4.1% | +40.5% |
| 5Y | +266.4% | +39.5% | +226.9% | +222.2% |
| All | +192.9% | +489.9% | -297.0% | +98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling