-22.2%
ON vs NYT
+56.2%
-78.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.5% | +8.0% | +8.4% |
| 7D | +2.4% | -0.6% | +3.0% | +2.5% |
| 30D | -8.6% | +4.6% | -13.2% | -9.3% |
| 3M | -34.3% | -9.6% | -24.8% | -33.5% |
| 6M | +28.5% | -14.0% | +42.5% | +31.4% |
| YTD | +40.6% | -2.8% | +43.5% | +37.1% |
| 1Y | +55.3% | +15.6% | +39.7% | +41.0% |
| 3Y | -22.2% | +56.3% | -78.5% | -38.4% |
| All | -22.2% | +56.2% | -78.4% | -38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling