+719.3%
NYT vs DTE
+3,398.4%
-2,679.1%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.0% |
| 7D | -0.6% | -2.6% | +2.0% | +0.4% |
| 30D | +4.6% | -4.4% | +9.0% | +6.3% |
| 3M | -9.6% | -8.3% | -1.2% | -6.7% |
| 6M | -14.0% | -8.1% | -5.9% | -11.6% |
| YTD | -2.8% | +4.4% | -7.3% | -4.9% |
| 1Y | +15.6% | +0.2% | +15.4% | +14.7% |
| 3Y | +56.3% | +42.6% | +13.7% | +33.9% |
| 5Y | +39.5% | +31.5% | +8.0% | +22.0% |
| 10Y | +488.0% | +138.2% | +349.8% | +288.1% |
| All | +719.3% | +3,398.4% | -2,679.1% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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