+60.1%
DOCN vs NYT
+37.3%
+22.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.6% |
| 7D | +1.1% | -1.3% | +2.4% | +1.9% |
| 30D | -9.6% | +2.7% | -12.4% | -11.2% |
| 3M | -37.7% | -10.3% | -27.4% | -35.2% |
| 6M | +115.2% | -16.6% | +131.8% | +133.0% |
| YTD | +133.7% | -2.3% | +136.0% | +124.9% |
| 1Y | +250.2% | +15.0% | +235.1% | +198.3% |
| 3Y | +320.3% | +57.1% | +263.1% | +171.8% |
| All | +60.1% | +37.3% | +22.8% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling