+46.1%
DE vs NYT
+16.5%
+29.6%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.5% |
| 7D | +5.6% | -3.9% | +9.5% | +5.2% |
| 30D | -0.8% | +4.3% | -5.1% | -0.3% |
| 3M | +9.8% | -11.7% | +21.6% | +9.3% |
| 6M | +17.5% | -14.4% | +32.0% | +17.6% |
| YTD | +46.5% | -3.0% | +49.5% | +52.1% |
| 1Y | +46.1% | +16.5% | +29.6% | +53.6% |
| All | +46.1% | +16.5% | +29.6% | +53.6% |
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