+531.0%
DG vs NYT
+742.4%
-211.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.3% |
| 7D | -6.3% | -0.7% | -5.6% | -6.2% |
| 30D | +2.4% | +4.5% | -2.0% | +1.8% |
| 3M | +12.4% | -8.5% | +20.9% | +13.6% |
| 6M | -14.9% | -15.1% | +0.1% | -13.3% |
| YTD | -6.1% | -3.3% | -2.8% | -6.1% |
| 1Y | +17.9% | +17.0% | +0.9% | +14.7% |
| 3Y | +3.1% | +55.7% | -52.5% | -4.5% |
| 5Y | -38.7% | +38.9% | -77.5% | -43.2% |
| 10Y | +99.6% | +485.3% | -385.7% | +47.8% |
| All | +531.0% | +742.4% | -211.4% | +330.4% |
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 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