+24.7%
Z vs NYT
+463.9%
-439.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.5% | -2.3% |
| 7D | -3.0% | -1.3% | -1.7% | -2.3% |
| 30D | -4.2% | +2.7% | -6.9% | -5.7% |
| 3M | -3.7% | -10.3% | +6.6% | +1.5% |
| 6M | -24.5% | -16.6% | -7.9% | -17.5% |
| YTD | -49.3% | -2.3% | -47.0% | -49.4% |
| 1Y | -58.7% | +15.0% | -73.7% | -62.5% |
| 3Y | -34.1% | +57.1% | -91.3% | -51.7% |
| 5Y | -64.5% | +37.2% | -101.7% | -72.3% |
| 10Y | -0.5% | +464.3% | -464.8% | -60.5% |
| All | +24.7% | +463.9% | -439.2% | -52.2% |
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