-63.2%
W vs NYT
+38.8%
-102.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.7% | +0.7% |
| 7D | -0.9% | -0.6% | -0.3% | -0.4% |
| 30D | -4.2% | +4.6% | -8.8% | -7.9% |
| 3M | +26.9% | -9.6% | +36.5% | +36.0% |
| 6M | +31.2% | -14.0% | +45.2% | +46.2% |
| YTD | -1.8% | -2.8% | +1.0% | -2.2% |
| 1Y | +9.3% | +15.6% | -6.3% | -7.9% |
| 3Y | +33.2% | +56.3% | -23.1% | -22.4% |
| All | -63.2% | +38.8% | -102.0% | -82.1% |
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