+156.4%
B vs NYT
+38.8%
+117.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -2.4% | -0.6% | -1.8% | -2.3% |
| 30D | +6.3% | +4.6% | +1.8% | +5.9% |
| 3M | +12.1% | -9.6% | +21.7% | +12.8% |
| 6M | -3.1% | -14.0% | +10.9% | -2.0% |
| YTD | +2.0% | -2.8% | +4.8% | +1.3% |
| 1Y | +51.7% | +15.6% | +36.1% | +47.1% |
| 3Y | +190.5% | +56.3% | +134.2% | +167.8% |
| All | +156.4% | +38.8% | +117.6% | +125.3% |
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