-66.5%
U vs NYT
+38.8%
-105.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.5% | +4.0% | +4.2% |
| 7D | +5.5% | -0.6% | +6.1% | +6.0% |
| 30D | -1.3% | +4.6% | -5.9% | -4.5% |
| 3M | +64.6% | -9.6% | +74.2% | +72.8% |
| 6M | +119.4% | -14.0% | +133.4% | +136.1% |
| YTD | -0.5% | -2.8% | +2.4% | -3.3% |
| 1Y | +1.3% | +15.6% | -14.3% | -15.2% |
| 3Y | +15.6% | +56.3% | -40.7% | -32.8% |
| All | -66.5% | +38.8% | -105.3% | -83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling