+215.2%
PODD vs NYT
+489.9%
-274.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -10.5% | -0.6% | -9.9% | -10.4% |
| 30D | -9.0% | +4.6% | -13.6% | -10.2% |
| 3M | -11.5% | -9.6% | -2.0% | -8.7% |
| 6M | -44.7% | -14.0% | -30.7% | -42.6% |
| YTD | -53.6% | -2.8% | -50.7% | -53.4% |
| 1Y | -61.0% | +15.6% | -76.5% | -62.5% |
| 3Y | -24.7% | +56.3% | -81.0% | -35.0% |
| 5Y | -55.5% | +39.5% | -95.0% | -61.6% |
| All | +215.2% | +489.9% | -274.7% | +109.7% |
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