+629.3%
ON vs NYT
+489.9%
+139.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.5% | +8.0% | +8.3% |
| 7D | +2.4% | -0.6% | +3.0% | +2.6% |
| 30D | -8.6% | +4.6% | -13.2% | -10.7% |
| 3M | -34.3% | -9.6% | -24.8% | -32.6% |
| 6M | +28.5% | -14.0% | +42.5% | +34.0% |
| YTD | +40.6% | -2.8% | +43.5% | +36.4% |
| 1Y | +55.3% | +15.6% | +39.7% | +36.5% |
| 3Y | -22.2% | +56.3% | -78.5% | -44.1% |
| 5Y | +62.4% | +39.5% | +22.9% | +20.0% |
| All | +629.3% | +489.9% | +139.4% | +224.0% |
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