+559.3%
ROKU vs NYT
+267.4%
+291.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | +0.1% | +0.3% |
| 7D | -0.4% | -0.6% | +0.2% | -0.1% |
| 30D | +2.1% | +4.6% | -2.5% | -0.5% |
| 3M | +29.5% | -9.6% | +39.1% | +34.9% |
| 6M | +53.8% | -14.0% | +67.8% | +63.6% |
| YTD | +42.8% | -2.8% | +45.6% | +40.8% |
| 1Y | +60.7% | +15.6% | +45.1% | +42.0% |
| 3Y | +83.9% | +56.3% | +27.6% | +31.1% |
| 5Y | -52.8% | +39.5% | -92.3% | -65.1% |
| All | +559.3% | +267.4% | +291.9% | +186.2% |
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