+681.4%
NFLX vs NYT
+489.9%
+191.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.4% | +1.7% |
| 7D | -1.1% | -0.6% | -0.5% | -0.9% |
| 30D | +4.3% | +4.6% | -0.3% | +2.7% |
| 3M | -4.8% | -9.6% | +4.8% | -1.9% |
| 6M | -18.4% | -14.0% | -4.4% | -15.0% |
| YTD | -17.4% | -2.8% | -14.6% | -17.8% |
| 1Y | -35.7% | +15.6% | -51.3% | -40.0% |
| 3Y | +73.8% | +56.3% | +17.5% | +40.9% |
| 5Y | +29.3% | +39.5% | -10.2% | +5.2% |
| All | +681.4% | +489.9% | +191.5% | +396.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling