+181.1%
NYT vs REPL
-9.7%
+190.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.9% |
| 7D | -1.6% | -9.6% | +8.0% | -1.4% |
| 30D | +2.8% | +5.7% | -2.9% | +2.6% |
| 3M | -9.2% | +56.4% | -65.6% | -11.3% |
| 6M | -17.1% | +67.4% | -84.5% | -21.4% |
| YTD | -3.2% | +48.7% | -51.9% | -8.0% |
| 1Y | +15.7% | +148.3% | -132.6% | +6.0% |
| 3Y | +55.7% | -26.7% | +82.4% | +38.7% |
| 5Y | +39.4% | -54.1% | +93.5% | +25.4% |
| All | +181.1% | -9.7% | +190.8% | +129.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling