+371.8%
DOCN vs NYT
+57.5%
+314.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +1.0% | +11.6% | +12.3% |
| 7D | +16.3% | +0.3% | +16.0% | +16.2% |
| 30D | +2.0% | +7.0% | -4.9% | -0.1% |
| 3M | -25.2% | -7.9% | -17.3% | -24.0% |
| 6M | +132.7% | -15.0% | +147.7% | +143.8% |
| YTD | +163.3% | -1.3% | +164.6% | +154.8% |
| 1Y | +280.3% | +16.9% | +263.5% | +235.4% |
| 3Y | +371.8% | +58.9% | +312.9% | +236.1% |
| All | +371.8% | +57.5% | +314.3% | +236.1% |
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 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