-21.3%
IT vs NYT
+15.2%
-36.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -5.0% | -4.8% |
| 7D | -6.0% | -1.3% | -4.7% | -5.6% |
| 30D | 0.0% | +2.7% | -2.7% | -1.2% |
| 3M | +13.1% | -10.3% | +23.4% | +16.8% |
| 6M | +11.7% | -16.6% | +28.3% | +16.1% |
| YTD | -26.1% | -2.3% | -23.8% | -25.9% |
| 1Y | -21.3% | +15.0% | -36.3% | -20.6% |
| All | -21.3% | +15.2% | -36.5% | -20.6% |
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