+51.2%
JD vs NYT
+422.9%
-371.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.4% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | -16.0% | +7.0% | -23.0% | -18.0% |
| 3M | -3.2% | -7.9% | +4.7% | -1.1% |
| 6M | +6.1% | -15.0% | +21.1% | +11.0% |
| YTD | -0.1% | -1.3% | +1.2% | -1.2% |
| 1Y | -12.7% | +16.9% | -29.6% | -19.0% |
| 3Y | -6.3% | +58.9% | -65.2% | -24.1% |
| 5Y | -61.3% | +40.9% | -102.2% | -68.3% |
| 10Y | +17.6% | +471.8% | -454.2% | -42.2% |
| All | +51.2% | +422.9% | -371.7% | -26.9% |
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