+87.1%
XOP vs NYT
+242.9%
-155.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.3% |
| 7D | +1.6% | -0.7% | +2.4% | +1.9% |
| 30D | +9.6% | +4.5% | +5.1% | +7.8% |
| 3M | +16.9% | -8.5% | +25.5% | +19.7% |
| 6M | +24.0% | -15.1% | +39.1% | +29.2% |
| YTD | +56.2% | -3.3% | +59.5% | +54.8% |
| 1Y | +51.8% | +17.0% | +34.8% | +40.2% |
| 3Y | +37.0% | +55.7% | -18.7% | +11.5% |
| 5Y | +163.4% | +38.9% | +124.5% | +117.0% |
| 10Y | +56.6% | +485.3% | -428.7% | -25.9% |
| All | +87.1% | +242.9% | -155.8% | -22.3% |
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