-45.9%
RUN vs NYT
+15.2%
-61.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.3% |
| 7D | +1.3% | -1.3% | +2.5% | +0.8% |
| 30D | -15.3% | +2.7% | -18.0% | -14.4% |
| 3M | -40.0% | -10.3% | -29.7% | -41.9% |
| 6M | -27.0% | -16.6% | -10.4% | -31.2% |
| YTD | -51.7% | -2.3% | -49.4% | -48.6% |
| 1Y | -45.9% | +15.0% | -60.9% | -35.0% |
| All | -45.9% | +15.2% | -61.1% | -35.0% |
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