+733.1%
NYT vs DAR
+1,796.3%
-1,063.2%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | +0.1% |
| 7D | -0.7% | +0.9% | -1.7% | -0.8% |
| 30D | +4.5% | +6.4% | -2.0% | +3.9% |
| 3M | -8.5% | +13.2% | -21.8% | -9.5% |
| 6M | -15.1% | +26.2% | -41.2% | -16.7% |
| YTD | -3.3% | +84.4% | -87.7% | -7.9% |
| 1Y | +17.0% | +112.0% | -95.0% | +10.0% |
| 3Y | +55.7% | +13.4% | +42.3% | +51.6% |
| 5Y | +38.9% | -6.0% | +44.9% | +36.2% |
| 10Y | +485.3% | +372.0% | +113.3% | +405.7% |
| All | +733.1% | +1,796.3% | -1,063.2% | +578.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling