+24,937.0%
ORCL vs NYT
+834.8%
+24,102.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | -6.5% | +8.1% | -14.6% | -8.4% |
| 30D | -16.6% | +9.4% | -26.0% | -18.6% |
| 3M | -21.6% | +12.4% | -34.0% | -24.4% |
| 6M | -39.4% | -8.0% | -31.4% | -38.8% |
| YTD | -38.7% | +5.8% | -44.5% | -40.6% |
| 1Y | -50.4% | +17.4% | -67.7% | -53.3% |
| 3Y | +8.1% | +72.4% | -64.3% | -9.8% |
| 5Y | +34.5% | +61.3% | -26.7% | +11.4% |
| 10Y | +246.0% | +576.3% | -330.3% | +81.1% |
| All | +24,937.0% | +834.8% | +24,102.1% | +10,481.2% |
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