+5,237.2%
O vs NYT
+803.3%
+4,433.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -3.5% | -0.7% | -2.8% | -3.3% |
| 30D | -3.3% | +4.5% | -7.8% | -4.4% |
| 3M | -2.8% | -8.5% | +5.7% | -1.1% |
| 6M | -5.8% | -15.1% | +9.3% | -2.6% |
| YTD | +9.4% | -3.3% | +12.7% | +9.1% |
| 1Y | +5.7% | +17.0% | -11.3% | +0.3% |
| 3Y | +27.2% | +55.7% | -28.4% | +10.3% |
| 5Y | +17.2% | +38.9% | -21.7% | +1.8% |
| 10Y | +53.9% | +485.3% | -431.4% | -12.3% |
| All | +5,237.2% | +803.3% | +4,433.9% | +1,997.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling