+3,609.2%
DLR vs NYT
+118.6%
+3,490.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.3% |
| 7D | +2.9% | -1.6% | +4.5% | +3.3% |
| 30D | -1.2% | +2.8% | -3.9% | -2.0% |
| 3M | +2.9% | -9.2% | +12.1% | +5.0% |
| 6M | +6.7% | -17.1% | +23.8% | +11.3% |
| YTD | +23.9% | -3.2% | +27.1% | +23.3% |
| 1Y | +18.6% | +15.7% | +2.9% | +12.0% |
| 3Y | +59.7% | +55.7% | +3.9% | +35.4% |
| 5Y | +42.1% | +39.4% | +2.7% | +20.9% |
| 10Y | +176.7% | +485.6% | -308.9% | +36.9% |
| All | +3,609.2% | +118.6% | +3,490.5% | +1,636.9% |
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 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