+213.1%
URI vs NYT
+39.3%
+173.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +2.0% |
| 7D | +5.0% | -1.6% | +6.6% | +5.6% |
| 30D | -9.4% | +2.8% | -12.2% | -10.3% |
| 3M | -5.8% | -9.2% | +3.4% | -3.9% |
| 6M | +25.8% | -17.1% | +42.9% | +32.5% |
| YTD | +27.9% | -3.2% | +31.1% | +25.3% |
| 1Y | +9.7% | +15.7% | -6.0% | -1.2% |
| 3Y | +128.0% | +55.7% | +72.3% | +73.8% |
| All | +213.1% | +39.3% | +173.8% | +132.5% |
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 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