+715.5%
NYT vs COO
+4,639.5%
-3,924.0%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -14.7% | +14.6% | +1.2% |
| 7D | -0.7% | -23.3% | +22.6% | +1.4% |
| 30D | +4.5% | -29.5% | +33.9% | +7.5% |
| 3M | -8.5% | -20.0% | +11.5% | -6.9% |
| 6M | -15.1% | -27.2% | +12.1% | -12.9% |
| YTD | -3.3% | -33.9% | +30.6% | -0.1% |
| 1Y | +17.0% | -19.9% | +36.9% | +18.8% |
| 3Y | +55.7% | -38.1% | +93.8% | +60.4% |
| 5Y | +38.9% | -52.0% | +90.8% | +45.7% |
| 10Y | +485.3% | +17.4% | +467.9% | +471.3% |
| All | +715.5% | +4,639.5% | -3,924.0% | +575.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling