+1,660.9%
DIS vs NYT
+837.8%
+823.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.1% |
| 7D | +1.9% | +6.5% | -4.6% | +0.1% |
| 30D | +9.2% | +8.4% | +0.7% | +6.5% |
| 3M | +13.5% | +13.9% | -0.4% | +9.0% |
| 6M | +14.3% | -4.8% | +19.1% | +14.8% |
| YTD | +5.4% | +6.2% | -0.8% | +2.1% |
| 1Y | +12.2% | +14.3% | -2.1% | +6.4% |
| 3Y | +37.2% | +73.6% | -36.4% | +13.5% |
| 5Y | -23.1% | +60.6% | -83.8% | -36.1% |
| 10Y | +32.2% | +550.8% | -518.6% | -29.6% |
| All | +1,660.9% | +837.8% | +823.1% | +669.5% |
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