+148.3%
ALL vs NYT
+55.5%
+92.9%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -4.3% | -0.7% | -3.6% | -4.2% |
| 30D | -3.6% | +4.5% | -8.0% | -4.4% |
| 3M | +13.2% | -8.5% | +21.7% | +14.5% |
| 6M | +22.5% | -15.1% | +37.5% | +25.4% |
| YTD | +22.7% | -3.3% | +26.0% | +22.1% |
| 1Y | +28.3% | +17.0% | +11.3% | +22.2% |
| All | +148.3% | +55.5% | +92.9% | +122.0% |
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 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