+23.5%
DIS vs NYT
+489.9%
-466.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | +1.2% | -0.6% | +1.8% | +1.3% |
| 30D | +3.2% | +4.6% | -1.4% | +1.9% |
| 3M | +7.0% | -9.6% | +16.6% | +9.5% |
| 6M | +6.4% | -14.0% | +20.4% | +10.3% |
| YTD | -5.6% | -2.8% | -2.8% | -6.0% |
| 1Y | -7.7% | +15.6% | -23.3% | -12.8% |
| 3Y | +33.2% | +56.3% | -23.1% | +12.1% |
| 5Y | -40.3% | +39.5% | -79.8% | -49.8% |
| All | +23.5% | +489.9% | -466.4% | -21.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling