+790.6%
B vs NYT
+772.2%
+18.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.5% |
| 7D | +2.3% | +0.3% | +2.0% | +2.3% |
| 30D | +1.4% | +7.0% | -5.6% | +0.8% |
| 3M | +12.2% | -7.9% | +20.1% | +12.6% |
| 6M | -2.1% | -15.0% | +12.9% | -1.2% |
| YTD | +2.9% | -1.3% | +4.2% | +2.6% |
| 1Y | +55.3% | +16.9% | +38.4% | +52.7% |
| 3Y | +198.7% | +58.9% | +139.8% | +185.7% |
| 5Y | +153.8% | +40.9% | +112.9% | +142.9% |
| 10Y | +193.4% | +471.8% | -278.4% | +150.4% |
| All | +790.6% | +772.2% | +18.4% | +739.5% |
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