+88.7%
RIG vs NYT
+15.2%
+73.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.2% | -2.8% |
| 7D | +0.9% | -1.3% | +2.2% | +0.6% |
| 30D | +13.8% | +2.7% | +11.1% | +14.3% |
| 3M | -6.4% | -10.3% | +3.9% | -7.7% |
| 6M | -8.2% | -16.6% | +8.4% | -10.8% |
| YTD | +41.6% | -2.3% | +43.9% | +48.7% |
| 1Y | +88.7% | +15.0% | +73.7% | +99.9% |
| All | +88.7% | +15.2% | +73.5% | +99.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling