+98.6%
DAL vs NYT
+38.5%
+60.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.4% |
| 7D | +0.8% | -1.6% | +2.4% | +1.3% |
| 30D | -11.7% | +2.8% | -14.5% | -12.6% |
| 3M | -2.7% | -9.2% | +6.5% | -0.3% |
| 6M | +30.7% | -17.1% | +47.8% | +38.3% |
| YTD | +14.4% | -3.2% | +17.6% | +13.9% |
| 1Y | +31.2% | +15.7% | +15.5% | +21.6% |
| 3Y | +99.4% | +55.7% | +43.7% | +61.3% |
| 5Y | +98.6% | +39.4% | +59.2% | +44.3% |
| All | +98.6% | +38.5% | +60.1% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling