+42.1%
DD vs NYT
+56.2%
-14.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.3% |
| 7D | -3.5% | -0.6% | -2.9% | -3.4% |
| 30D | -11.7% | +4.6% | -16.2% | -12.3% |
| 3M | -9.2% | -9.6% | +0.4% | -8.2% |
| 6M | -7.2% | -14.0% | +6.8% | -5.3% |
| YTD | +6.6% | -2.8% | +9.4% | +5.1% |
| 1Y | +32.0% | +15.6% | +16.4% | +23.8% |
| 3Y | +42.1% | +56.3% | -14.2% | +19.8% |
| All | +42.1% | +56.2% | -14.1% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling