-52.8%
NRG vs NYT
+11.3%
-64.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -3.5% |
| 7D | -17.0% | -5.5% | -11.5% | -17.8% |
| 30D | -21.9% | +2.7% | -24.6% | -21.5% |
| 3M | -32.9% | +0.5% | -33.4% | -32.7% |
| 6M | -48.4% | -14.6% | -33.8% | -49.1% |
| YTD | -48.7% | -4.4% | -44.3% | -47.7% |
| 1Y | -52.8% | +15.2% | -68.0% | -48.9% |
| All | -52.8% | +11.3% | -64.2% | -48.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling