-9.9%
IR vs NYT
+17.8%
-27.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -4.5% | -0.6% | -3.9% | -4.5% |
| 30D | -13.9% | +4.6% | -18.5% | -14.1% |
| 3M | -0.3% | -9.6% | +9.2% | +0.1% |
| 6M | -14.3% | -14.0% | -0.3% | -13.5% |
| YTD | -7.9% | -2.8% | -5.0% | -5.5% |
| 1Y | -9.9% | +15.6% | -25.5% | -7.7% |
| All | -9.9% | +17.8% | -27.7% | -7.7% |
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