+52.4%
BTDR vs NYT
-14.5%
+66.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.3% | +3.7% |
| 7D | -3.4% | -0.6% | -2.8% | -3.3% |
| 30D | +32.6% | +4.6% | +28.0% | +31.9% |
| 3M | -32.2% | -9.6% | -22.7% | -31.7% |
| 6M | +52.4% | -14.0% | +66.4% | +59.1% |
| All | +52.4% | -14.5% | +66.8% | +59.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling