+203.9%
DOCN vs NYT
+69.0%
+134.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.3% | -1.7% | +1.5% |
| 7D | -19.2% | -2.6% | -16.6% | -18.7% |
| 30D | -43.1% | +5.3% | -48.4% | -43.8% |
| 3M | -40.7% | +5.9% | -46.6% | -41.9% |
| 6M | -55.0% | -17.8% | -37.2% | -52.5% |
| YTD | +50.6% | -0.3% | +51.0% | +45.3% |
| 1Y | +54.0% | +15.4% | +38.6% | +38.1% |
| 3Y | +203.9% | +70.8% | +133.1% | +153.7% |
| All | +203.9% | +69.0% | +134.9% | +153.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling