+531.5%
SONY vs NYT
+758.3%
-226.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -2.7% | -0.6% | -2.1% | -2.6% |
| 30D | +1.5% | +4.6% | -3.1% | +0.3% |
| 3M | +13.0% | -9.6% | +22.6% | +15.5% |
| 6M | +11.2% | -14.0% | +25.2% | +14.8% |
| YTD | -6.6% | -2.8% | -3.8% | -6.8% |
| 1Y | -18.1% | +15.6% | -33.7% | -22.0% |
| 3Y | +42.1% | +56.3% | -14.2% | +23.3% |
| 5Y | +11.0% | +39.5% | -28.5% | -2.8% |
| 10Y | +289.2% | +488.0% | -198.8% | +123.1% |
| All | +531.5% | +758.3% | -226.8% | +166.7% |
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