+85.6%
NDAQ vs NYT
+56.2%
+29.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.6% |
| 7D | -5.6% | -0.6% | -5.0% | -5.5% |
| 30D | -4.4% | +4.6% | -8.9% | -5.2% |
| 3M | +5.9% | -9.6% | +15.4% | +7.5% |
| 6M | +7.7% | -14.0% | +21.7% | +10.3% |
| YTD | -5.2% | -2.8% | -2.3% | -5.1% |
| 1Y | -3.4% | +15.6% | -19.0% | -6.6% |
| 3Y | +85.6% | +56.3% | +29.3% | +61.4% |
| All | +85.6% | +56.2% | +29.4% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling