+1,145.9%
DELL vs NYT
+38.8%
+1,107.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.5% | +11.5% | +11.9% |
| 7D | +8.2% | -0.6% | +8.8% | +8.4% |
| 30D | +17.1% | +4.6% | +12.5% | +15.8% |
| 3M | +45.2% | -9.6% | +54.7% | +47.2% |
| 6M | +286.8% | -14.0% | +300.8% | +298.1% |
| YTD | +354.8% | -2.8% | +357.6% | +352.6% |
| 1Y | +358.3% | +15.6% | +342.7% | +333.5% |
| 3Y | +724.9% | +56.3% | +668.6% | +591.7% |
| All | +1,145.9% | +38.8% | +1,107.1% | +866.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling