-34.8%
BROS vs NYT
+15.2%
-50.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -6.7% | -1.3% | -5.4% | -6.3% |
| 30D | -29.1% | +2.7% | -31.8% | -29.6% |
| 3M | -16.7% | -10.3% | -6.4% | -15.4% |
| 6M | -11.6% | -16.6% | +5.0% | -7.5% |
| YTD | -23.9% | -2.3% | -21.7% | -23.4% |
| 1Y | -34.8% | +15.0% | -49.8% | -40.2% |
| All | -34.8% | +15.2% | -50.0% | -40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling