+335.4%
RF vs NYT
+487.2%
-151.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.6% | -0.7% | -0.9% | -1.4% |
| 30D | -4.3% | +4.5% | -8.7% | -5.7% |
| 3M | +5.9% | -8.5% | +14.4% | +8.3% |
| 6M | +14.1% | -15.1% | +29.2% | +19.3% |
| YTD | +13.8% | -3.3% | +17.1% | +13.2% |
| 1Y | +15.2% | +17.0% | -1.8% | +6.8% |
| 3Y | +90.6% | +55.7% | +34.9% | +55.6% |
| 5Y | +88.9% | +38.9% | +50.0% | +55.5% |
| All | +335.4% | +487.2% | -151.8% | +100.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling