+3.1%
BTDR vs NYT
+15.2%
-12.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +4.0% |
| 7D | +20.0% | -1.3% | +21.3% | +19.6% |
| 30D | +11.9% | +2.7% | +9.2% | +13.0% |
| 3M | -36.9% | -10.3% | -26.6% | -38.0% |
| 6M | +56.5% | -16.6% | +73.1% | +49.6% |
| YTD | +10.4% | -2.3% | +12.7% | +30.6% |
| 1Y | +3.1% | +15.0% | -11.9% | +60.0% |
| All | +3.1% | +15.2% | -12.1% | +60.0% |
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 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