+87.0%
RF vs NYT
+38.5%
+48.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | 0.0% |
| 7D | -0.1% | -1.6% | +1.5% | +0.3% |
| 30D | -4.0% | +2.8% | -6.8% | -4.8% |
| 3M | +5.6% | -9.2% | +14.8% | +7.8% |
| 6M | +13.1% | -17.1% | +30.2% | +18.2% |
| YTD | +13.6% | -3.2% | +16.8% | +12.9% |
| 1Y | +16.0% | +15.7% | +0.2% | +8.7% |
| 3Y | +90.2% | +55.7% | +34.5% | +58.9% |
| 5Y | +87.0% | +39.4% | +47.6% | +41.4% |
| All | +87.0% | +38.5% | +48.5% | +41.4% |
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