+452.7%
A vs NYT
+134.2%
+318.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.8% |
| 7D | -4.4% | -1.6% | -2.8% | -3.9% |
| 30D | -2.7% | +2.8% | -5.4% | -3.6% |
| 3M | +7.0% | -9.2% | +16.3% | +9.4% |
| 6M | +24.6% | -17.1% | +41.7% | +30.9% |
| YTD | +7.0% | -3.2% | +10.3% | +6.3% |
| 1Y | +15.6% | +15.7% | -0.1% | +7.7% |
| 3Y | +29.9% | +55.7% | -25.8% | +7.1% |
| 5Y | -15.4% | +39.4% | -54.7% | -29.5% |
| 10Y | +248.9% | +485.6% | -236.7% | +61.8% |
| All | +452.7% | +134.2% | +318.5% | +242.0% |
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