+9.1%
IR vs NYT
+16.5%
-7.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.5% |
| 7D | +11.6% | -3.9% | +15.4% | +11.4% |
| 30D | +7.2% | +4.3% | +2.9% | +7.2% |
| 3M | -5.9% | -11.7% | +5.9% | -5.8% |
| 6M | +11.5% | -14.4% | +25.9% | +12.3% |
| YTD | +6.3% | -3.0% | +9.4% | +9.9% |
| 1Y | +9.1% | +16.5% | -7.5% | +11.7% |
| All | +9.1% | +16.5% | -7.4% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling