+195.8%
ON vs NYT
+126.5%
+69.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.7% |
| 7D | -1.9% | -1.6% | -0.3% | -1.2% |
| 30D | -11.0% | +2.8% | -13.8% | -12.2% |
| 3M | -39.3% | -9.2% | -30.1% | -38.0% |
| 6M | +19.8% | -17.1% | +36.9% | +26.5% |
| YTD | +31.1% | -3.2% | +34.3% | +28.4% |
| 1Y | +46.0% | +15.7% | +30.3% | +31.4% |
| 3Y | -27.5% | +55.7% | -83.2% | -44.2% |
| 5Y | +56.9% | +39.4% | +17.5% | +24.6% |
| 10Y | +591.8% | +485.6% | +106.2% | +189.0% |
| All | +195.8% | +126.5% | +69.2% | +57.0% |
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 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