-75.0%
QS vs NYT
+38.8%
-113.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.5% | +1.6% |
| 7D | -3.6% | -0.6% | -3.1% | -3.2% |
| 30D | -17.2% | +4.6% | -21.8% | -19.6% |
| 3M | -27.0% | -9.6% | -17.4% | -23.6% |
| 6M | -24.6% | -14.0% | -10.6% | -19.0% |
| YTD | -49.3% | -2.8% | -46.5% | -50.8% |
| 1Y | -40.3% | +15.6% | -55.9% | -49.8% |
| 3Y | -23.8% | +56.3% | -80.1% | -54.3% |
| All | -75.0% | +38.8% | -113.8% | -88.2% |
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