+182.3%
NYT vs REPL
-19.2%
+201.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.5% |
| 7D | -0.6% | -14.1% | +13.5% | -0.2% |
| 30D | +4.6% | -15.2% | +19.8% | +5.0% |
| 3M | -9.6% | +49.9% | -59.5% | -11.6% |
| 6M | -14.0% | +63.5% | -77.5% | -18.5% |
| YTD | -2.8% | +32.9% | -35.8% | -7.4% |
| 1Y | +15.6% | +115.0% | -99.4% | +6.3% |
| 3Y | +56.3% | -34.7% | +91.0% | +39.7% |
| 5Y | +39.5% | -59.7% | +99.2% | +26.1% |
| All | +182.3% | -19.2% | +201.6% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling