-47.3%
DOCS vs NYT
+16.5%
-63.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.3% | +6.5% |
| 7D | +1.2% | -3.9% | +5.1% | +1.9% |
| 30D | +21.3% | +4.3% | +17.0% | +20.5% |
| 3M | +58.4% | -11.7% | +70.1% | +63.0% |
| 6M | +39.3% | -14.4% | +53.7% | +42.7% |
| YTD | -21.7% | -3.0% | -18.7% | -18.5% |
| 1Y | -47.3% | +16.5% | -63.9% | -39.9% |
| All | -47.3% | +16.5% | -63.9% | -39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling