-61.5%
DOCS vs NYT
+15.2%
-76.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.8% |
| 7D | -1.4% | -1.3% | -0.1% | -1.2% |
| 30D | +21.8% | +2.7% | +19.1% | +21.2% |
| 3M | +27.3% | -10.3% | +37.6% | +30.3% |
| 6M | -0.3% | -16.6% | +16.2% | +3.0% |
| YTD | -40.5% | -2.3% | -38.2% | -38.6% |
| 1Y | -61.5% | +15.0% | -76.6% | -59.3% |
| All | -61.5% | +15.2% | -76.8% | -59.3% |
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