-24.1%
OPEN vs NYT
+55.5%
-79.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.6% | -6.7% |
| 7D | -10.5% | -0.7% | -9.8% | -10.3% |
| 30D | -21.8% | +4.5% | -26.2% | -23.0% |
| 3M | -37.5% | -8.5% | -29.0% | -35.6% |
| 6M | -44.1% | -15.1% | -29.1% | -41.1% |
| YTD | -52.0% | -3.3% | -48.7% | -51.5% |
| 1Y | -52.2% | +17.0% | -69.2% | -55.2% |
| All | -24.1% | +55.5% | -79.6% | -56.7% |
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