-11.5%
A vs NYT
+38.8%
-50.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.5% |
| 7D | -2.6% | -0.6% | -2.0% | -2.5% |
| 30D | -0.9% | +4.6% | -5.5% | -2.0% |
| 3M | +13.6% | -9.6% | +23.2% | +15.7% |
| 6M | +27.8% | -14.0% | +41.8% | +31.5% |
| YTD | +8.6% | -2.8% | +11.5% | +7.6% |
| 1Y | +16.9% | +15.6% | +1.3% | +9.6% |
| 3Y | +32.9% | +56.3% | -23.4% | +10.2% |
| All | -11.5% | +38.8% | -50.3% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling