+34,147.2%
LOW vs NYT
+758.3%
+33,388.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | 0.0% |
| 7D | -3.7% | -0.6% | -3.1% | -3.6% |
| 30D | -8.9% | +4.6% | -13.4% | -10.1% |
| 3M | -10.4% | -9.6% | -0.8% | -8.3% |
| 6M | -19.4% | -14.0% | -5.4% | -16.5% |
| YTD | -17.1% | -2.8% | -14.3% | -17.4% |
| 1Y | -26.3% | +15.6% | -41.9% | -30.2% |
| 3Y | -9.9% | +56.3% | -66.2% | -23.4% |
| 5Y | +6.1% | +39.5% | -33.4% | -9.1% |
| 10Y | +230.8% | +488.0% | -257.2% | +79.3% |
| All | +34,147.2% | +758.3% | +33,388.9% | +13,093.6% |
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 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