+75.2%
DDOG vs NYT
-16.3%
+91.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.0% | +9.2% | +7.1% |
| 7D | +7.7% | -1.6% | +9.3% | +7.6% |
| 30D | -13.6% | +2.8% | -16.4% | -13.8% |
| 3M | -0.9% | -9.2% | +8.3% | -1.7% |
| 6M | +75.2% | -17.1% | +92.3% | +65.4% |
| All | +75.2% | -16.3% | +91.5% | +65.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling