+2,285.6%
D vs NYT
+772.2%
+1,513.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.5% |
| 7D | +0.8% | +0.3% | +0.4% | +0.7% |
| 30D | -0.7% | +7.0% | -7.7% | -1.5% |
| 3M | +2.1% | -7.9% | +10.0% | +2.8% |
| 6M | +6.8% | -15.0% | +21.8% | +8.5% |
| YTD | +16.5% | -1.3% | +17.8% | +16.2% |
| 1Y | +19.2% | +16.9% | +2.3% | +16.4% |
| 3Y | +61.9% | +58.9% | +3.0% | +51.7% |
| 5Y | +6.5% | +40.9% | -34.3% | -0.1% |
| 10Y | +35.3% | +471.8% | -436.5% | +5.9% |
| All | +2,285.6% | +772.2% | +1,513.4% | +1,505.2% |
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