+3,629.8%
ALL vs NYT
+634.9%
+2,994.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | -2.3% | -0.6% | -1.7% | -2.1% |
| 30D | -0.4% | +4.6% | -5.0% | -1.6% |
| 3M | +16.0% | -9.6% | +25.6% | +18.6% |
| 6M | +24.6% | -14.0% | +38.6% | +28.7% |
| YTD | +23.7% | -2.8% | +26.5% | +23.3% |
| 1Y | +27.7% | +15.6% | +12.1% | +21.3% |
| 3Y | +150.2% | +56.3% | +93.9% | +115.7% |
| 5Y | +117.1% | +39.5% | +77.6% | +87.5% |
| 10Y | +365.1% | +488.0% | -123.0% | +153.3% |
| All | +3,629.8% | +634.9% | +2,994.9% | +1,463.9% |
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