+10.2%
COMP vs NYT
+15.8%
-5.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | 0.0% | -5.1% | -5.1% |
| 7D | -8.4% | -0.7% | -7.7% | -8.1% |
| 30D | -20.2% | +4.5% | -24.6% | -21.8% |
| 3M | +28.1% | -8.5% | +36.6% | +29.6% |
| 6M | +14.9% | -15.1% | +29.9% | +23.6% |
| YTD | -4.2% | -3.3% | -0.9% | -1.7% |
| 1Y | +10.2% | +17.0% | -6.8% | -0.5% |
| All | +10.2% | +15.8% | -5.6% | -0.5% |
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