-15.0%
ROP vs NYT
+38.8%
-53.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -4.6% | -0.6% | -4.0% | -4.5% |
| 30D | -1.7% | +4.6% | -6.3% | -2.6% |
| 3M | +17.1% | -9.6% | +26.7% | +19.2% |
| 6M | +10.9% | -14.0% | +24.9% | +13.7% |
| YTD | -12.1% | -2.8% | -9.3% | -12.2% |
| 1Y | -24.2% | +15.6% | -39.8% | -27.3% |
| 3Y | -20.4% | +56.3% | -76.7% | -29.5% |
| All | -15.0% | +38.8% | -53.8% | -27.3% |
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