+328.9%
ORCL vs NYT
+489.9%
-161.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.8% |
| 7D | -5.4% | -0.6% | -4.8% | -5.2% |
| 30D | -2.0% | +4.6% | -6.5% | -2.9% |
| 3M | -18.1% | -9.6% | -8.5% | -16.8% |
| 6M | -7.2% | -14.0% | +6.8% | -5.1% |
| YTD | -22.2% | -2.8% | -19.3% | -22.4% |
| 1Y | -50.6% | +15.6% | -66.2% | -52.7% |
| 3Y | +22.9% | +56.3% | -33.4% | +8.8% |
| 5Y | +79.3% | +39.5% | +39.7% | +58.7% |
| All | +328.9% | +489.9% | -161.0% | +207.7% |
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 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