+1,186.3%
URI vs NYT
+489.9%
+696.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -2.1% | -0.6% | -1.5% | -1.8% |
| 30D | -12.4% | +4.6% | -17.0% | -14.1% |
| 3M | -7.3% | -9.6% | +2.3% | -4.9% |
| 6M | +27.2% | -14.0% | +41.2% | +32.5% |
| YTD | +23.0% | -2.8% | +25.8% | +20.5% |
| 1Y | +3.9% | +15.6% | -11.7% | -6.2% |
| 3Y | +121.6% | +56.3% | +65.3% | +70.4% |
| 5Y | +201.1% | +39.5% | +161.5% | +135.9% |
| All | +1,186.3% | +489.9% | +696.3% | +395.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling