+33.6%
USB vs NYT
+16.9%
+16.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.5% |
| 7D | +2.1% | +0.3% | +1.8% | +2.1% |
| 30D | -2.3% | +7.0% | -9.2% | -3.0% |
| 3M | +13.9% | -7.9% | +21.8% | +14.6% |
| 6M | +21.6% | -15.0% | +36.6% | +23.9% |
| YTD | +19.3% | -1.3% | +20.6% | +18.3% |
| 1Y | +33.6% | +16.9% | +16.7% | +25.7% |
| All | +33.6% | +16.9% | +16.6% | +25.7% |
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