+221.9%
RDDT vs NYT
+65.7%
+156.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.2% | -2.3% | +0.3% |
| 7D | +5.1% | +4.5% | +0.6% | +2.7% |
| 30D | -8.8% | +8.6% | -17.4% | -12.6% |
| 3M | +0.2% | -3.8% | +4.0% | +1.3% |
| 6M | +22.7% | -10.8% | +33.5% | +28.2% |
| YTD | -29.4% | +2.2% | -31.5% | -31.8% |
| 1Y | -36.1% | +20.8% | -56.9% | -44.2% |
| All | +221.9% | +65.7% | +156.3% | +76.3% |
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