+44.6%
DAL vs NYT
+14.3%
+30.4%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.7% | -3.5% | -4.9% |
| 7D | +1.4% | +9.0% | -7.6% | +0.1% |
| 30D | +9.1% | +6.8% | +2.2% | +8.0% |
| 3M | -3.5% | +12.1% | -15.6% | -5.6% |
| 6M | +23.4% | -7.7% | +31.1% | +25.3% |
| YTD | +26.0% | +4.2% | +21.9% | +27.1% |
| 1Y | +44.6% | +14.3% | +30.3% | +34.6% |
| All | +44.6% | +14.3% | +30.4% | +34.6% |
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