+22.2%
A vs NYT
+16.5%
+5.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +0.9% |
| 7D | -2.4% | -3.9% | +1.5% | -2.6% |
| 30D | +3.6% | +4.3% | -0.7% | +3.7% |
| 3M | +27.5% | -11.7% | +39.2% | +26.8% |
| 6M | +58.5% | -14.4% | +72.9% | +58.4% |
| YTD | +31.2% | -3.0% | +34.2% | +32.0% |
| 1Y | +22.2% | +16.5% | +5.6% | +21.6% |
| All | +22.2% | +16.5% | +5.7% | +21.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling