+213.6%
RF vs NYT
+540.3%
-326.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.6% |
| 7D | +1.9% | +6.5% | -4.6% | -0.2% |
| 30D | +7.3% | +8.4% | -1.1% | +4.3% |
| 3M | -7.9% | +13.9% | -21.9% | -12.3% |
| 6M | +10.5% | -4.8% | +15.3% | +11.0% |
| YTD | +9.6% | +6.2% | +3.5% | +5.3% |
| 1Y | +20.3% | +14.3% | +6.0% | +12.4% |
| 3Y | +119.5% | +73.6% | +45.9% | +72.8% |
| 5Y | +48.2% | +60.6% | -12.4% | +16.4% |
| All | +213.6% | +540.3% | -326.7% | +52.2% |
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 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