+1,410.1%
BP vs NYT
+754.3%
+655.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +5.7% | -0.7% | +6.5% | +5.9% |
| 30D | +8.1% | +4.5% | +3.6% | +7.1% |
| 3M | +8.6% | -8.5% | +17.1% | +10.1% |
| 6M | +18.1% | -15.1% | +33.2% | +21.1% |
| YTD | +37.6% | -3.3% | +40.9% | +37.0% |
| 1Y | +39.4% | +17.0% | +22.4% | +33.2% |
| 3Y | +40.1% | +55.7% | -15.6% | +24.5% |
| 5Y | +141.3% | +38.9% | +102.4% | +115.1% |
| 10Y | +136.0% | +485.3% | -349.3% | +52.5% |
| All | +1,410.1% | +754.3% | +655.7% | +791.4% |
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