+16.5%
NYT vs DAR
+63.3%
-46.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.5% | -0.8% |
| 7D | -3.9% | -5.7% | +1.8% | -3.7% |
| 30D | +4.3% | -16.6% | +20.9% | +4.7% |
| 3M | -11.7% | -13.1% | +1.3% | -11.6% |
| 6M | -14.4% | -18.8% | +4.3% | -14.4% |
| YTD | -3.0% | +45.3% | -48.3% | -3.3% |
| 1Y | +16.5% | +60.6% | -44.1% | +14.8% |
| All | +16.5% | +63.3% | -46.7% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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