+15.7%
RF vs NYT
+15.2%
+0.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | +1.3% | -1.3% | +2.6% | +1.5% |
| 30D | -3.6% | +2.7% | -6.4% | -3.9% |
| 3M | +8.1% | -10.3% | +18.4% | +9.2% |
| 6M | +11.5% | -16.6% | +28.0% | +13.5% |
| YTD | +15.6% | -2.3% | +17.8% | +15.1% |
| 1Y | +15.7% | +15.0% | +0.7% | +12.0% |
| All | +15.7% | +15.2% | +0.5% | +12.0% |
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