+68.3%
DGX vs NYT
+38.8%
+29.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | -0.9% | -0.6% | -0.3% | -0.8% |
| 30D | -1.2% | +4.6% | -5.7% | -1.7% |
| 3M | +15.8% | -9.6% | +25.4% | +16.8% |
| 6M | +18.2% | -14.0% | +32.2% | +19.9% |
| YTD | +37.2% | -2.8% | +40.0% | +36.6% |
| 1Y | +30.4% | +15.6% | +14.8% | +26.5% |
| 3Y | +96.7% | +56.3% | +40.4% | +80.0% |
| All | +68.3% | +38.8% | +29.5% | +45.9% |
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