+33.0%
Q vs NYT
+18.3%
+14.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.5% |
| 7D | +4.9% | -0.6% | +5.5% | +4.9% |
| 30D | -11.0% | +4.6% | -15.6% | -10.7% |
| 3M | -15.2% | -9.6% | -5.6% | -14.4% |
| 6M | +8.8% | -14.0% | +22.8% | +11.1% |
| YTD | +55.1% | -2.8% | +57.9% | +60.2% |
| All | +33.0% | +18.3% | +14.6% | +43.3% |
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