+56.3%
NYT vs RL
+202.0%
-145.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.4% |
| 7D | -0.6% | -3.4% | +2.9% | -0.1% |
| 30D | +4.6% | -14.4% | +19.0% | +7.0% |
| 3M | -9.6% | -13.6% | +4.0% | -7.8% |
| 6M | -14.0% | +0.6% | -14.6% | -14.5% |
| YTD | -2.8% | -3.6% | +0.8% | -2.8% |
| 1Y | +15.6% | +8.3% | +7.2% | +13.5% |
| 3Y | +56.3% | +204.8% | -148.5% | +22.6% |
| All | +56.3% | +202.0% | -145.7% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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