-35.7%
DOW vs NYT
+56.2%
-91.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.5% | -2.1% |
| 7D | -1.4% | -0.6% | -0.8% | -1.3% |
| 30D | -3.9% | +4.6% | -8.5% | -4.7% |
| 3M | -12.7% | -9.6% | -3.1% | -11.4% |
| 6M | -13.7% | -14.0% | +0.3% | -11.9% |
| YTD | +28.4% | -2.8% | +31.2% | +26.6% |
| 1Y | +21.8% | +15.6% | +6.2% | +14.3% |
| 3Y | -35.7% | +56.3% | -92.0% | -46.6% |
| All | -35.7% | +56.2% | -91.9% | -46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling