+26.4%
P vs NYT
+15.2%
+11.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.5% |
| 7D | +6.5% | -1.3% | +7.8% | +6.1% |
| 30D | +18.8% | +2.7% | +16.1% | +20.0% |
| 3M | +26.7% | -10.3% | +37.1% | +24.8% |
| 6M | +62.2% | -16.6% | +78.7% | +59.1% |
| YTD | +48.5% | -2.3% | +50.8% | +54.5% |
| 1Y | +26.4% | +15.0% | +11.4% | +41.4% |
| All | +26.4% | +15.2% | +11.2% | +41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling