+62.1%
DAL vs NYT
+16.5%
+45.5%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.9% | +8.1% | +7.3% |
| 7D | +11.1% | -3.9% | +14.9% | +11.6% |
| 30D | +7.7% | +4.3% | +3.4% | +7.2% |
| 3M | -3.5% | -11.7% | +8.2% | -2.0% |
| 6M | +31.3% | -14.4% | +45.7% | +34.4% |
| YTD | +30.0% | -3.0% | +33.0% | +34.2% |
| 1Y | +62.1% | +16.5% | +45.5% | +62.1% |
| All | +62.1% | +16.5% | +45.5% | +62.1% |
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 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