+615.0%
F vs NYT
+763.5%
-148.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.4% |
| 7D | +5.3% | -1.3% | +6.6% | +5.8% |
| 30D | +4.6% | +2.7% | +1.8% | +3.6% |
| 3M | -3.7% | -10.3% | +6.7% | -0.9% |
| 6M | +16.8% | -16.6% | +33.4% | +22.6% |
| YTD | +15.3% | -2.3% | +17.6% | +14.5% |
| 1Y | +31.0% | +15.0% | +16.0% | +23.1% |
| 3Y | +45.4% | +57.1% | -11.7% | +21.6% |
| 5Y | +54.7% | +37.2% | +17.5% | +32.4% |
| 10Y | +98.2% | +464.3% | -366.1% | +0.4% |
| All | +615.0% | +763.5% | -148.5% | +156.0% |
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