+35.8%
IR vs NYT
+38.8%
-2.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -4.5% | -0.6% | -3.9% | -4.3% |
| 30D | -13.9% | +4.6% | -18.5% | -15.1% |
| 3M | -0.3% | -9.6% | +9.2% | +2.0% |
| 6M | -14.3% | -14.0% | -0.3% | -11.2% |
| YTD | -7.9% | -2.8% | -5.0% | -8.8% |
| 1Y | -9.9% | +15.6% | -25.5% | -16.3% |
| 3Y | +6.5% | +56.3% | -49.8% | -13.8% |
| All | +35.8% | +38.8% | -2.9% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling