-20.9%
RMD vs NYT
+38.8%
-59.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -4.4% | -0.6% | -3.8% | -4.3% |
| 30D | -3.1% | +4.6% | -7.7% | -4.1% |
| 3M | +13.8% | -9.6% | +23.4% | +15.8% |
| 6M | -8.6% | -14.0% | +5.4% | -6.2% |
| YTD | -8.6% | -2.8% | -5.8% | -8.8% |
| 1Y | -19.7% | +15.6% | -35.3% | -22.9% |
| 3Y | +48.4% | +56.3% | -7.9% | +30.8% |
| All | -20.9% | +38.8% | -59.7% | -34.9% |
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 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