-37.7%
DG vs NYT
+38.8%
-76.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | -6.5% | -0.6% | -5.9% | -6.4% |
| 30D | +4.2% | +4.6% | -0.4% | +3.6% |
| 3M | +9.5% | -9.6% | +19.1% | +10.6% |
| 6M | -13.1% | -14.0% | +0.9% | -12.0% |
| YTD | -4.8% | -2.8% | -2.0% | -4.8% |
| 1Y | +20.6% | +15.6% | +5.0% | +18.4% |
| 3Y | +4.9% | +56.3% | -51.4% | -1.5% |
| All | -37.7% | +38.8% | -76.5% | -43.0% |
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