+1,455.0%
DIS vs NYT
+772.2%
+682.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.5% |
| 7D | -1.1% | +0.3% | -1.4% | -1.2% |
| 30D | +0.1% | +7.0% | -6.8% | -1.8% |
| 3M | +7.1% | -7.9% | +15.0% | +9.0% |
| 6M | +4.3% | -15.0% | +19.3% | +8.4% |
| YTD | -6.9% | -1.3% | -5.7% | -7.6% |
| 1Y | -10.3% | +16.9% | -27.2% | -15.3% |
| 3Y | +32.8% | +58.9% | -26.1% | +12.9% |
| 5Y | -41.5% | +40.9% | -82.3% | -49.5% |
| 10Y | +21.2% | +471.8% | -450.6% | -32.9% |
| All | +1,455.0% | +772.2% | +682.8% | +596.0% |
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