+1,978.3%
NOW vs NYT
+959.3%
+1,019.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +0.9% |
| 7D | +0.3% | +6.5% | -6.2% | -2.1% |
| 30D | -27.0% | +8.4% | -35.4% | -29.2% |
| 3M | -19.6% | +13.9% | -33.6% | -23.9% |
| 6M | +17.5% | -4.8% | +22.3% | +18.7% |
| YTD | -33.3% | +6.2% | -39.4% | -35.7% |
| 1Y | -39.8% | +14.3% | -54.1% | -43.7% |
| 3Y | -19.9% | +73.6% | -93.5% | -37.8% |
| 5Y | -26.1% | +60.6% | -86.7% | -42.1% |
| 10Y | +518.7% | +550.8% | -32.1% | +161.0% |
| All | +1,978.3% | +959.3% | +1,019.0% | +712.6% |
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