-19.9%
RUN vs NYT
+457.1%
-477.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -3.4% | -0.7% | -2.6% | -2.9% |
| 30D | -14.0% | +4.5% | -18.4% | -15.9% |
| 3M | -27.5% | -8.5% | -19.0% | -25.0% |
| 6M | -29.0% | -15.1% | -13.9% | -24.7% |
| YTD | -53.1% | -3.3% | -49.8% | -54.6% |
| 1Y | -46.7% | +17.0% | -63.7% | -54.2% |
| 3Y | -38.3% | +55.7% | -94.0% | -56.8% |
| 5Y | -80.7% | +38.9% | -119.6% | -86.0% |
| 10Y | +42.4% | +485.3% | -442.9% | -51.2% |
| All | -19.9% | +457.1% | -477.0% | -71.1% |
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