+10.5%
RF vs NYT
-6.0%
+16.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.0% |
| 7D | +1.9% | +6.5% | -4.6% | +1.2% |
| 30D | +7.3% | +8.4% | -1.1% | +6.4% |
| 3M | -7.9% | +13.9% | -21.9% | -9.0% |
| 6M | +10.5% | -4.8% | +15.3% | +10.4% |
| All | +10.5% | -6.0% | +16.5% | +10.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling