+114.1%
DT vs NYT
+99.4%
+14.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.9% |
| 7D | -1.6% | -0.6% | -1.0% | -1.4% |
| 30D | +3.0% | +4.6% | -1.5% | +1.2% |
| 3M | +26.5% | -9.6% | +36.1% | +29.7% |
| 6M | +35.9% | -14.0% | +49.9% | +41.3% |
| YTD | +17.8% | -2.8% | +20.7% | +16.2% |
| 1Y | +4.1% | +15.6% | -11.5% | -4.9% |
| 3Y | +5.3% | +56.3% | -51.0% | -17.9% |
| 5Y | -27.2% | +39.5% | -66.7% | -42.4% |
| All | +114.1% | +99.4% | +14.7% | +30.1% |
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