+14,232.0%
DE vs NYT
+758.3%
+13,473.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -2.6% | -0.6% | -2.0% | -2.4% |
| 30D | +9.0% | +4.6% | +4.4% | +7.5% |
| 3M | +19.1% | -9.6% | +28.7% | +21.6% |
| 6M | +14.4% | -14.0% | +28.4% | +18.1% |
| YTD | +45.9% | -2.8% | +48.8% | +44.9% |
| 1Y | +43.6% | +15.6% | +28.0% | +35.2% |
| 3Y | +75.9% | +56.3% | +19.6% | +49.1% |
| 5Y | +98.8% | +39.5% | +59.3% | +69.5% |
| 10Y | +861.4% | +488.0% | +373.4% | +406.6% |
| All | +14,232.0% | +758.3% | +13,473.6% | +5,350.8% |
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