+84.2%
DOCN vs NYT
+59.1%
+25.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +5.6% | +2.5% | +5.1% |
| 7D | -12.8% | +3.2% | -16.0% | -14.1% |
| 30D | -41.9% | +8.8% | -50.7% | -44.4% |
| 3M | -36.9% | +14.0% | -50.9% | -41.8% |
| 6M | -52.2% | -8.5% | -43.7% | -51.2% |
| YTD | +62.7% | +5.2% | +57.5% | +50.0% |
| 1Y | +58.2% | +19.1% | +39.2% | +34.1% |
| 3Y | +219.5% | +73.3% | +146.1% | +102.3% |
| 5Y | -32.9% | +55.7% | -88.5% | -57.6% |
| All | +84.2% | +59.1% | +25.1% | +22.1% |
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 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