+193.5%
NRG vs NYT
+38.8%
+154.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.2% | +1.6% |
| 7D | -4.7% | -0.6% | -4.1% | -4.6% |
| 30D | -6.0% | +4.6% | -10.5% | -6.4% |
| 3M | -8.0% | -9.6% | +1.6% | -7.4% |
| 6M | -23.2% | -14.0% | -9.2% | -22.2% |
| YTD | -28.1% | -2.8% | -25.2% | -28.7% |
| 1Y | -27.3% | +15.6% | -42.9% | -30.1% |
| 3Y | +208.7% | +56.3% | +152.3% | +170.5% |
| All | +193.5% | +38.8% | +154.7% | +124.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling