+1,514.2%
RF vs NYT
+763.5%
+750.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +1.3% | -1.3% | +2.6% | +1.9% |
| 30D | -3.6% | +2.7% | -6.4% | -4.8% |
| 3M | +8.1% | -10.3% | +18.4% | +12.0% |
| 6M | +11.5% | -16.6% | +28.0% | +18.6% |
| YTD | +15.6% | -2.3% | +17.8% | +14.3% |
| 1Y | +15.7% | +15.0% | +0.7% | +6.5% |
| 3Y | +86.9% | +57.1% | +29.7% | +46.5% |
| 5Y | +89.8% | +37.2% | +52.6% | +51.8% |
| 10Y | +344.7% | +464.3% | -119.7% | +75.7% |
| All | +1,514.2% | +763.5% | +750.7% | +424.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling