+115.6%
DT vs NYT
+98.5%
+17.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.6% |
| 7D | -2.5% | -0.7% | -1.8% | -2.3% |
| 30D | +3.5% | +4.5% | -0.9% | +1.7% |
| 3M | +26.7% | -8.5% | +35.2% | +29.2% |
| 6M | +36.1% | -15.1% | +51.2% | +42.3% |
| YTD | +18.6% | -3.3% | +21.9% | +17.2% |
| 1Y | +7.9% | +17.0% | -9.1% | -1.9% |
| 3Y | +8.6% | +55.7% | -47.1% | -15.2% |
| 5Y | -26.7% | +38.9% | -65.5% | -41.9% |
| All | +115.6% | +98.5% | +17.1% | +31.2% |
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