+10.6%
Z vs NYT
+507.0%
-496.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.6% | -1.8% | +0.7% |
| 7D | -5.2% | +3.2% | -8.3% | -6.9% |
| 30D | +5.7% | +8.8% | -3.1% | +1.0% |
| 3M | -8.7% | +14.0% | -22.7% | -15.4% |
| 6M | -26.0% | -8.5% | -17.5% | -23.1% |
| YTD | -55.0% | +5.2% | -60.3% | -57.0% |
| 1Y | -58.0% | +19.1% | -77.0% | -62.6% |
| 3Y | -15.2% | +73.3% | -88.5% | -41.1% |
| 5Y | -53.8% | +55.7% | -109.5% | -66.8% |
| 10Y | -14.5% | +587.1% | -601.6% | -70.2% |
| All | +10.6% | +507.0% | -496.5% | -59.4% |
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 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