+25.0%
ROK vs NYT
+16.5%
+8.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.6% |
| 7D | 0.0% | -3.9% | +3.9% | -0.3% |
| 30D | -2.5% | +4.3% | -6.8% | -2.3% |
| 3M | 0.0% | -11.7% | +11.7% | -0.2% |
| 6M | +11.6% | -14.4% | +26.0% | +12.5% |
| YTD | +15.2% | -3.0% | +18.2% | +15.6% |
| 1Y | +25.0% | +16.5% | +8.5% | +18.1% |
| All | +25.0% | +16.5% | +8.5% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling