+56.3%
NYT vs DAR
+5.7%
+50.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.6% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | +4.6% | +2.6% | +1.9% | +4.4% |
| 3M | -9.6% | +14.2% | -23.8% | -10.3% |
| 6M | -14.0% | +17.2% | -31.2% | -15.0% |
| YTD | -2.8% | +80.9% | -83.7% | -6.6% |
| 1Y | +15.6% | +104.0% | -88.4% | +10.0% |
| 3Y | +56.3% | +3.6% | +52.7% | +89.4% |
| All | +56.3% | +5.7% | +50.6% | +89.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling