+288.9%
NYT vs RL
+1,301.1%
-1,012.2%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -1.1% |
| 7D | -1.6% | -0.3% | -1.3% | -1.6% |
| 30D | +2.8% | -17.5% | +20.3% | +8.1% |
| 3M | -9.2% | -14.0% | +4.8% | -5.8% |
| 6M | -17.1% | -2.0% | -15.1% | -17.6% |
| YTD | -3.2% | -4.6% | +1.3% | -3.2% |
| 1Y | +15.7% | +9.5% | +6.2% | +11.1% |
| 3Y | +55.7% | +200.5% | -144.7% | +9.6% |
| 5Y | +39.4% | +226.3% | -186.9% | -6.7% |
| 10Y | +485.6% | +304.8% | +180.8% | +235.1% |
| All | +288.9% | +1,301.1% | -1,012.2% | +48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling