+204.5%
URI vs NYT
+60.3%
+144.2%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.9% |
| 7D | +6.7% | +6.5% | +0.2% | +4.5% |
| 30D | +8.9% | +8.4% | +0.4% | +5.9% |
| 3M | +0.5% | +13.9% | -13.4% | -4.3% |
| 6M | +20.7% | -4.8% | +25.5% | +20.8% |
| YTD | +40.0% | +6.2% | +33.9% | +32.4% |
| 1Y | +34.4% | +14.3% | +20.1% | +22.7% |
| 3Y | +149.5% | +73.6% | +75.9% | +81.3% |
| All | +204.5% | +60.3% | +144.2% | +109.1% |
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 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