+2,627.8%
NOW vs NYT
+885.2%
+1,742.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.0% | -6.0% | -5.4% |
| 7D | -6.1% | +0.3% | -6.4% | -6.2% |
| 30D | +7.5% | +7.0% | +0.5% | +4.6% |
| 3M | +17.5% | -7.9% | +25.4% | +20.8% |
| 6M | +7.9% | -15.0% | +23.0% | +13.8% |
| YTD | -12.4% | -1.3% | -11.1% | -12.9% |
| 1Y | -28.6% | +16.9% | -45.4% | -33.6% |
| 3Y | +11.8% | +58.9% | -47.1% | -10.0% |
| 5Y | +2.6% | +40.9% | -38.2% | -15.6% |
| 10Y | +790.0% | +471.8% | +318.2% | +296.6% |
| All | +2,627.8% | +885.2% | +1,742.7% | +1,000.7% |
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