-54.3%
S vs NYT
+64.6%
-118.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.7% |
| 7D | -5.8% | +0.3% | -6.2% | -6.0% |
| 30D | -9.2% | +7.0% | -16.2% | -12.3% |
| 3M | +23.4% | -7.9% | +31.3% | +26.7% |
| 6M | +36.9% | -15.0% | +51.9% | +45.2% |
| YTD | +29.5% | -1.3% | +30.8% | +26.0% |
| 1Y | +5.4% | +16.9% | -11.5% | -7.1% |
| 3Y | +14.7% | +58.9% | -44.2% | -18.2% |
| 5Y | -71.5% | +40.9% | -112.4% | -80.8% |
| All | -54.3% | +64.6% | -118.8% | -65.1% |
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