+56.3%
NYT vs COO
-38.7%
+95.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.5% |
| 7D | -0.6% | -22.5% | +21.9% | +1.8% |
| 30D | +4.6% | -29.7% | +34.3% | +8.1% |
| 3M | -9.6% | -20.1% | +10.6% | -7.7% |
| 6M | -14.0% | -26.9% | +12.9% | -11.7% |
| YTD | -2.8% | -34.2% | +31.4% | +0.7% |
| 1Y | +15.6% | -21.3% | +36.8% | +18.0% |
| 3Y | +56.3% | -38.7% | +95.0% | +52.5% |
| All | +56.3% | -38.7% | +95.0% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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