+547.1%
XYZ vs NYT
+481.0%
+66.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +0.9% | +1.8% |
| 7D | -1.1% | +6.5% | -7.6% | -4.4% |
| 30D | +11.5% | +8.4% | +3.1% | +6.5% |
| 3M | +1.8% | +13.9% | -12.2% | -6.1% |
| 6M | +21.2% | -4.8% | +26.0% | +22.0% |
| YTD | +29.9% | +6.2% | +23.8% | +21.4% |
| 1Y | +35.8% | +14.3% | +21.5% | +21.3% |
| 3Y | +62.6% | +73.6% | -11.0% | +9.0% |
| 5Y | -62.8% | +60.6% | -123.4% | -74.3% |
| 10Y | +612.0% | +550.8% | +61.2% | +216.6% |
| All | +547.1% | +481.0% | +66.2% | +192.1% |
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 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