+9,412.3%
DGX vs NYT
+433.4%
+8,978.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.9% |
| 3M | +15.8% | -9.6% | +25.4% | +17.3% |
| 6M | +18.2% | -14.0% | +32.2% | +20.5% |
| YTD | +37.2% | -2.8% | +40.0% | +36.8% |
| 1Y | +30.4% | +15.6% | +14.8% | +26.0% |
| 3Y | +96.7% | +56.3% | +40.4% | +78.4% |
| 5Y | +67.2% | +39.5% | +27.7% | +51.9% |
| 10Y | +253.9% | +488.0% | -234.1% | +140.5% |
| All | +9,412.3% | +433.4% | +8,978.9% | +5,455.6% |
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