-72.2%
OPEN vs NYT
+65.5%
-137.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -0.9% |
| 7D | -2.9% | -1.6% | -1.3% | -1.9% |
| 30D | -13.8% | +2.8% | -16.6% | -15.4% |
| 3M | -30.9% | -9.2% | -21.7% | -26.9% |
| 6M | -40.9% | -17.1% | -23.8% | -34.1% |
| YTD | -48.5% | -3.2% | -45.3% | -48.9% |
| 1Y | -50.9% | +15.7% | -66.6% | -57.4% |
| 3Y | -20.6% | +55.7% | -76.4% | -50.8% |
| 5Y | -84.2% | +39.4% | -123.5% | -90.4% |
| All | -72.2% | +65.5% | -137.8% | -83.5% |
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