+103.1%
DOCN vs NYT
+60.5%
+42.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.9% | -6.1% | -5.1% |
| 7D | +19.1% | +6.5% | +12.6% | +15.3% |
| 30D | -21.0% | +8.4% | -29.4% | -24.3% |
| 3M | -34.7% | +13.9% | -48.7% | -39.8% |
| 6M | -45.8% | -4.8% | -41.0% | -45.9% |
| YTD | +79.4% | +6.2% | +73.2% | +64.4% |
| 1Y | +91.0% | +14.3% | +76.7% | +66.6% |
| 3Y | +237.5% | +73.6% | +163.9% | +113.7% |
| 5Y | -30.4% | +60.6% | -91.0% | -56.3% |
| All | +103.1% | +60.5% | +42.6% | +33.9% |
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 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