+136.2%
BP vs NYT
+38.8%
+97.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | 0.0% |
| 7D | +5.2% | -0.6% | +5.8% | +5.3% |
| 30D | +8.7% | +4.6% | +4.1% | +8.0% |
| 3M | +9.3% | -9.6% | +18.9% | +10.6% |
| 6M | +13.6% | -14.0% | +27.6% | +15.3% |
| YTD | +37.7% | -2.8% | +40.5% | +36.7% |
| 1Y | +40.6% | +15.6% | +25.0% | +35.4% |
| 3Y | +40.3% | +56.3% | -16.0% | +26.1% |
| All | +136.2% | +38.8% | +97.4% | +104.8% |
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