+270.3%
ORCL vs NYT
+540.3%
-270.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.7% |
| 7D | +8.0% | +6.5% | +1.5% | +6.7% |
| 30D | -4.0% | +8.4% | -12.4% | -5.5% |
| 3M | -19.5% | +13.9% | -33.4% | -21.8% |
| 6M | -33.5% | -4.8% | -28.7% | -33.4% |
| YTD | -34.8% | +6.2% | -41.0% | -36.4% |
| 1Y | -41.6% | +14.3% | -55.9% | -43.9% |
| 3Y | +13.8% | +73.6% | -59.8% | -1.6% |
| 5Y | +43.4% | +60.6% | -17.3% | +23.1% |
| All | +270.3% | +540.3% | -270.1% | +159.0% |
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