+32.9%
A vs NYT
+56.2%
-23.3%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.6% |
| 7D | -2.6% | -0.6% | -2.0% | -2.5% |
| 30D | -0.9% | +4.6% | -5.5% | -1.4% |
| 3M | +13.6% | -9.6% | +23.2% | +14.7% |
| 6M | +27.8% | -14.0% | +41.8% | +30.0% |
| YTD | +8.6% | -2.8% | +11.5% | +7.7% |
| 1Y | +16.9% | +15.6% | +1.3% | +11.6% |
| 3Y | +32.9% | +56.3% | -23.4% | +14.5% |
| All | +32.9% | +56.2% | -23.3% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling