+33,471.1%
ORCL vs NYT
+763.5%
+32,707.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.7% | +3.0% |
| 7D | +5.3% | -1.3% | +6.5% | +5.6% |
| 30D | +10.0% | +2.7% | +7.2% | +9.1% |
| 3M | -32.6% | -10.3% | -22.3% | -31.1% |
| 6M | +4.9% | -16.6% | +21.5% | +9.0% |
| YTD | -17.8% | -2.3% | -15.5% | -18.2% |
| 1Y | -28.0% | +15.0% | -43.0% | -31.8% |
| 3Y | +36.0% | +57.1% | -21.1% | +16.8% |
| 5Y | +88.7% | +37.2% | +51.6% | +63.7% |
| 10Y | +346.9% | +464.3% | -117.4% | +146.9% |
| All | +33,471.1% | +763.5% | +32,707.7% | +14,468.6% |
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