+32.1%
ORCL vs NYT
+55.6%
-23.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.3% |
| 7D | +10.9% | -1.6% | +12.5% | +11.1% |
| 30D | +7.0% | +2.8% | +4.2% | +6.6% |
| 3M | -21.2% | -9.2% | -12.0% | -20.5% |
| 6M | +7.4% | -17.1% | +24.5% | +9.7% |
| YTD | -16.3% | -3.2% | -13.0% | -16.5% |
| 1Y | -32.3% | +15.7% | -48.0% | -34.7% |
| All | +32.1% | +55.6% | -23.4% | +14.4% |
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