+2,560.3%
UL vs NYT
+758.3%
+1,802.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.2% | +0.6% |
| 7D | -3.4% | -0.6% | -2.8% | -3.3% |
| 30D | +0.5% | +4.6% | -4.1% | -0.2% |
| 3M | +7.2% | -9.6% | +16.8% | +8.6% |
| 6M | -3.1% | -14.0% | +11.0% | -1.2% |
| YTD | -2.7% | -2.8% | +0.1% | -2.8% |
| 1Y | -10.2% | +15.6% | -25.8% | -12.7% |
| 3Y | +20.3% | +56.3% | -36.1% | +10.7% |
| 5Y | +19.9% | +39.5% | -19.6% | +10.4% |
| 10Y | +66.5% | +488.0% | -421.6% | +18.3% |
| All | +2,560.3% | +758.3% | +1,802.0% | +1,476.5% |
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