+256.3%
P vs NYT
+39.3%
+217.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -4.1% | -0.7% | -3.4% | -3.9% |
| 30D | -14.0% | +4.5% | -18.4% | -15.1% |
| 3M | +41.4% | -8.5% | +50.0% | +43.3% |
| 6M | +54.2% | -15.1% | +69.2% | +59.3% |
| YTD | +40.4% | -3.3% | +43.7% | +37.5% |
| 1Y | +16.0% | +17.0% | -1.0% | +4.5% |
| 3Y | +140.7% | +55.7% | +85.0% | +87.9% |
| 5Y | +256.3% | +38.9% | +217.4% | +154.3% |
| All | +256.3% | +39.3% | +217.0% | +154.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling