+18.4%
BROS vs NYT
+42.6%
-24.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.3% | -3.4% |
| 7D | -6.1% | -0.7% | -5.3% | -5.7% |
| 30D | -12.4% | +4.5% | -16.8% | -14.2% |
| 3M | -27.9% | -8.5% | -19.4% | -25.6% |
| 6M | -16.8% | -15.1% | -1.7% | -10.9% |
| YTD | -29.0% | -3.3% | -25.8% | -29.4% |
| 1Y | -33.2% | +17.0% | -50.2% | -40.2% |
| 3Y | +56.8% | +55.7% | +1.1% | +10.7% |
| All | +18.4% | +42.6% | -24.2% | -0.6% |
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