+165.4%
W vs NYT
+506.3%
-340.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +1.5% |
| 7D | +5.9% | -1.6% | +7.5% | +7.0% |
| 30D | -3.0% | +2.8% | -5.8% | -4.8% |
| 3M | +40.3% | -9.2% | +49.6% | +48.3% |
| 6M | +32.2% | -17.1% | +49.3% | +48.0% |
| YTD | -0.3% | -3.2% | +3.0% | +0.6% |
| 1Y | +16.2% | +15.7% | +0.5% | +3.3% |
| 3Y | +40.7% | +55.7% | -15.0% | -0.3% |
| 5Y | -62.3% | +39.4% | -101.7% | -71.7% |
| 10Y | +162.2% | +485.6% | -323.3% | +9.4% |
| All | +165.4% | +506.3% | -340.9% | +12.2% |
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 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