-20.4%
Z vs NYT
+69.0%
-89.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.3% | -6.7% | -4.2% |
| 7D | -4.6% | -2.6% | -2.0% | -3.5% |
| 30D | +8.3% | +5.3% | +3.0% | +6.3% |
| 3M | -11.6% | +5.9% | -17.5% | -13.8% |
| 6M | -33.6% | -17.8% | -15.9% | -29.0% |
| YTD | -56.7% | -0.3% | -56.4% | -56.9% |
| 1Y | -59.1% | +15.4% | -74.5% | -61.5% |
| 3Y | -20.4% | +70.8% | -91.2% | -39.9% |
| All | -20.4% | +69.0% | -89.4% | -39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling