+33.0%
USB vs NYT
+19.3%
+13.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.6% | -3.1% | +1.9% |
| 7D | +0.8% | +3.2% | -2.4% | +0.4% |
| 30D | +6.8% | +8.8% | -2.0% | +5.8% |
| 3M | -3.8% | +14.0% | -17.8% | -5.2% |
| 6M | +11.7% | -8.5% | +20.2% | +12.8% |
| YTD | +17.5% | +5.2% | +12.3% | +16.5% |
| All | +33.0% | +19.3% | +13.8% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling