+277.0%
IR vs NYT
+318.8%
-41.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.4% |
| 7D | -1.9% | -1.6% | -0.3% | -1.4% |
| 30D | -15.0% | +2.8% | -17.8% | -15.8% |
| 3M | -0.4% | -9.2% | +8.8% | +1.8% |
| 6M | -15.0% | -17.1% | +2.0% | -10.8% |
| YTD | -7.1% | -3.2% | -3.8% | -7.6% |
| 1Y | -7.5% | +15.7% | -23.2% | -13.7% |
| 3Y | +6.3% | +55.7% | -49.4% | -12.1% |
| 5Y | +37.3% | +39.4% | -2.0% | +13.9% |
| All | +277.0% | +318.8% | -41.8% | +111.7% |
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 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