+34.0%
DGX vs NYT
+15.2%
+18.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -0.9% |
| 7D | -2.3% | -1.3% | -1.0% | -2.3% |
| 30D | +0.6% | +2.7% | -2.2% | +0.5% |
| 3M | +21.4% | -10.3% | +31.7% | +21.7% |
| 6M | +14.7% | -16.6% | +31.3% | +15.7% |
| YTD | +38.4% | -2.3% | +40.7% | +36.1% |
| 1Y | +34.0% | +15.0% | +19.0% | +30.8% |
| All | +34.0% | +15.2% | +18.8% | +30.8% |
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 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