+351.3%
DAL vs NYT
+229.3%
+122.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +0.1% | -1.3% | +1.4% | +0.6% |
| 30D | -13.9% | +2.7% | -16.7% | -14.9% |
| 3M | +1.1% | -10.3% | +11.4% | +4.3% |
| 6M | +26.2% | -16.6% | +42.8% | +33.6% |
| YTD | +16.4% | -2.3% | +18.7% | +15.7% |
| 1Y | +33.9% | +15.0% | +18.8% | +24.8% |
| 3Y | +93.4% | +57.1% | +36.2% | +57.9% |
| 5Y | +106.4% | +37.2% | +69.2% | +72.0% |
| 10Y | +143.0% | +464.3% | -321.4% | +11.3% |
| All | +351.3% | +229.3% | +122.0% | +104.8% |
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