+409.3%
DOCN vs NYT
+55.6%
+353.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.0% | +6.7% | +5.3% |
| 7D | +26.5% | -1.6% | +28.1% | +27.1% |
| 30D | +2.3% | +2.8% | -0.5% | +1.3% |
| 3M | -21.2% | -9.2% | -12.0% | -19.7% |
| 6M | +130.6% | -17.1% | +147.7% | +143.6% |
| YTD | +175.7% | -3.2% | +179.0% | +168.5% |
| 1Y | +286.6% | +15.7% | +270.9% | +241.0% |
| All | +409.3% | +55.6% | +353.7% | +268.5% |
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