+681.1%
P vs NYT
+489.9%
+191.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.9% | +4.2% |
| 7D | -1.3% | -0.6% | -0.7% | -1.1% |
| 30D | -11.9% | +4.6% | -16.4% | -13.4% |
| 3M | +41.6% | -9.6% | +51.2% | +44.7% |
| 6M | +58.1% | -14.0% | +72.1% | +63.7% |
| YTD | +46.5% | -2.8% | +49.4% | +43.4% |
| 1Y | +19.1% | +15.6% | +3.5% | +7.5% |
| 3Y | +150.6% | +56.3% | +94.3% | +94.2% |
| 5Y | +271.8% | +39.5% | +232.2% | +192.1% |
| All | +681.1% | +489.9% | +191.1% | +234.6% |
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 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