+31.3%
NFLX vs NYT
+38.8%
-7.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.4% | +1.6% |
| 7D | -1.1% | -0.6% | -0.5% | -0.9% |
| 30D | +4.3% | +4.6% | -0.3% | +2.4% |
| 3M | -4.8% | -9.6% | +4.8% | -1.5% |
| 6M | -18.4% | -14.0% | -4.4% | -14.5% |
| YTD | -17.4% | -2.8% | -14.6% | -18.2% |
| 1Y | -35.7% | +15.6% | -51.3% | -41.3% |
| 3Y | +73.8% | +56.3% | +17.5% | +29.5% |
| All | +31.3% | +38.8% | -7.5% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling