-60.3%
Z vs NYT
+19.9%
-80.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.1% | -5.8% |
| 7D | -6.5% | +8.1% | -14.6% | -9.9% |
| 30D | -0.1% | +9.4% | -9.5% | -4.1% |
| 3M | -14.1% | +12.4% | -26.5% | -18.9% |
| 6M | -30.1% | -8.0% | -22.1% | -28.9% |
| YTD | -57.5% | +5.8% | -63.3% | -58.6% |
| 1Y | -60.3% | +17.4% | -77.7% | -62.4% |
| All | -60.3% | +19.9% | -80.3% | -62.4% |
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