+75.8%
NSC vs NYT
+55.5%
+20.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.4% | -0.7% | -0.7% | -1.2% |
| 30D | -3.4% | +4.5% | -7.8% | -4.2% |
| 3M | +5.1% | -8.5% | +13.6% | +6.3% |
| 6M | +9.2% | -15.1% | +24.3% | +12.1% |
| YTD | +13.4% | -3.3% | +16.7% | +12.0% |
| 1Y | +20.8% | +17.0% | +3.8% | +12.5% |
| All | +75.8% | +55.5% | +20.3% | +43.5% |
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