+55.0%
XOP vs NYT
+489.9%
-434.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | 0.0% |
| 7D | +2.6% | -0.6% | +3.2% | +2.8% |
| 30D | +9.6% | +4.6% | +5.0% | +7.9% |
| 3M | +20.4% | -9.6% | +29.9% | +23.6% |
| 6M | +19.9% | -14.0% | +33.9% | +24.2% |
| YTD | +56.4% | -2.8% | +59.2% | +54.4% |
| 1Y | +52.4% | +15.6% | +36.9% | +41.0% |
| 3Y | +39.9% | +56.3% | -16.4% | +12.4% |
| 5Y | +163.7% | +39.5% | +124.2% | +114.5% |
| All | +55.0% | +489.9% | -434.9% | -18.1% |
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