+4.3%
QQQ vs NYT
+11.3%
-7.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.4% | -5.1% | -6.5% |
| 7D | -9.5% | -5.5% | -4.0% | -9.7% |
| 30D | -14.8% | +2.7% | -17.5% | -14.8% |
| 3M | -9.7% | +0.5% | -10.2% | -9.8% |
| 6M | -4.9% | -14.6% | +9.7% | -4.8% |
| YTD | +5.7% | -4.4% | +10.1% | +6.6% |
| 1Y | +4.3% | +15.2% | -10.9% | +10.0% |
| All | +4.3% | +11.3% | -7.0% | +10.0% |
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