+6,893.4%
URI vs NYT
+193.2%
+6,700.2%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -2.0% | -1.3% | -0.7% | -1.4% |
| 30D | -12.9% | +2.7% | -15.7% | -14.2% |
| 3M | -6.7% | -10.3% | +3.6% | -3.7% |
| 6M | +19.0% | -16.6% | +35.6% | +26.6% |
| YTD | +25.5% | -2.3% | +27.8% | +22.7% |
| 1Y | +5.5% | +15.0% | -9.5% | -5.1% |
| 3Y | +111.3% | +57.1% | +54.2% | +59.7% |
| 5Y | +198.6% | +37.2% | +161.4% | +133.6% |
| 10Y | +1,179.9% | +464.3% | +715.6% | +361.3% |
| All | +6,893.4% | +193.2% | +6,700.2% | +1,944.4% |
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