-3.5%
IR vs NYT
+15.2%
-18.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.3% |
| 7D | -2.8% | -1.3% | -1.5% | -2.8% |
| 30D | -15.1% | +2.7% | -17.9% | -15.2% |
| 3M | +6.1% | -10.3% | +16.4% | +6.6% |
| 6M | -16.8% | -16.6% | -0.2% | -16.3% |
| YTD | -3.5% | -2.3% | -1.3% | -1.1% |
| 1Y | -3.5% | +15.0% | -18.5% | -1.0% |
| All | -3.5% | +15.2% | -18.7% | -1.0% |
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 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