+1,163.5%
C vs NYT
+763.5%
+400.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +3.6% | -1.3% | +4.9% | +4.2% |
| 30D | +0.1% | +2.7% | -2.7% | -1.2% |
| 3M | +2.4% | -10.3% | +12.7% | +6.1% |
| 6M | +24.9% | -16.6% | +41.5% | +32.8% |
| YTD | +19.8% | -2.3% | +22.1% | +18.2% |
| 1Y | +44.9% | +15.0% | +29.9% | +32.5% |
| 3Y | +263.0% | +57.1% | +205.8% | +180.3% |
| 5Y | +129.5% | +37.2% | +92.4% | +80.0% |
| 10Y | +291.6% | +464.3% | -172.7% | +46.1% |
| All | +1,163.5% | +763.5% | +400.1% | +207.0% |
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 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