+1,115.0%
RSP vs NYT
+96.5%
+1,018.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.3% |
| 7D | -0.4% | +0.3% | -0.7% | -0.5% |
| 30D | -1.5% | +7.0% | -8.5% | -3.4% |
| 3M | +4.8% | -7.9% | +12.7% | +6.5% |
| 6M | +10.3% | -15.0% | +25.3% | +14.2% |
| YTD | +14.1% | -1.3% | +15.3% | +13.0% |
| 1Y | +17.0% | +16.9% | +0.1% | +10.4% |
| 3Y | +54.2% | +58.9% | -4.7% | +31.4% |
| 5Y | +51.5% | +40.9% | +10.6% | +30.2% |
| 10Y | +204.4% | +471.8% | -267.4% | +66.8% |
| All | +1,115.0% | +96.5% | +1,018.5% | +631.9% |
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 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