+12,882.1%
BLK vs NYT
+146.9%
+12,735.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.2% | +1.5% |
| 7D | -3.3% | -0.6% | -2.7% | -3.1% |
| 30D | -6.5% | +4.6% | -11.1% | -7.8% |
| 3M | +6.7% | -9.6% | +16.3% | +9.5% |
| 6M | +14.7% | -14.0% | +28.7% | +19.2% |
| YTD | +2.5% | -2.8% | +5.4% | +2.3% |
| 1Y | -2.8% | +15.6% | -18.4% | -8.3% |
| 3Y | +65.9% | +56.3% | +9.5% | +39.9% |
| 5Y | +33.0% | +39.5% | -6.5% | +13.4% |
| 10Y | +281.2% | +488.0% | -206.8% | +95.0% |
| All | +12,882.1% | +146.9% | +12,735.2% | +6,254.0% |
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