+50.7%
O vs NYT
+489.9%
-439.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -2.9% | -0.6% | -2.3% | -2.7% |
| 30D | -4.5% | +4.6% | -9.1% | -5.4% |
| 3M | -2.6% | -9.6% | +6.9% | -1.0% |
| 6M | -5.6% | -14.0% | +8.4% | -3.3% |
| YTD | +9.3% | -2.8% | +12.1% | +8.9% |
| 1Y | +4.3% | +15.6% | -11.3% | -0.1% |
| 3Y | +27.4% | +56.3% | -28.9% | +12.1% |
| 5Y | +17.1% | +39.5% | -22.5% | +3.4% |
| All | +50.7% | +489.9% | -439.2% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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