+1,994.8%
RSG vs NYT
+138.3%
+1,856.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | 0.0% | -0.6% | +0.6% | +0.1% |
| 30D | +4.0% | +4.6% | -0.6% | +3.0% |
| 3M | +7.4% | -9.6% | +17.0% | +9.1% |
| 6M | +0.1% | -14.0% | +14.1% | +2.4% |
| YTD | +6.0% | -2.8% | +8.9% | +5.7% |
| 1Y | -3.0% | +15.6% | -18.6% | -6.6% |
| 3Y | +56.5% | +56.3% | +0.2% | +40.1% |
| 5Y | +90.9% | +39.5% | +51.4% | +71.1% |
| 10Y | +428.7% | +488.0% | -59.3% | +233.1% |
| All | +1,994.8% | +138.3% | +1,856.5% | +1,070.7% |
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