+5,524.7%
IT vs NYT
+713.7%
+4,811.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.6% |
| 7D | -12.7% | -0.7% | -12.0% | -12.6% |
| 30D | -8.9% | +4.5% | -13.3% | -10.1% |
| 3M | +10.1% | -8.5% | +18.7% | +12.7% |
| 6M | +7.3% | -15.1% | +22.3% | +11.8% |
| YTD | -32.4% | -3.3% | -29.1% | -32.0% |
| 1Y | -26.6% | +17.0% | -43.6% | -30.3% |
| 3Y | -51.8% | +55.7% | -107.5% | -58.2% |
| 5Y | -45.6% | +38.9% | -84.5% | -52.2% |
| 10Y | +92.4% | +485.3% | -392.9% | +7.2% |
| All | +5,524.7% | +713.7% | +4,811.1% | +2,516.5% |
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