+221.9%
COMP vs NYT
+57.5%
+164.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.3% | -3.7% |
| 7D | +4.1% | +0.3% | +3.7% | +3.9% |
| 30D | -14.5% | +7.0% | -21.5% | -16.9% |
| 3M | +41.8% | -7.9% | +49.7% | +44.5% |
| 6M | +23.6% | -15.0% | +38.6% | +31.4% |
| YTD | +1.7% | -1.3% | +3.0% | +2.1% |
| 1Y | +12.6% | +16.9% | -4.3% | +5.5% |
| 3Y | +221.9% | +58.9% | +162.9% | +119.3% |
| All | +221.9% | +57.5% | +164.3% | +119.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling