-53.9%
DOCS vs NYT
+68.0%
-121.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.0% | -8.3% | -7.8% |
| 7D | -7.3% | +0.3% | -7.7% | -7.5% |
| 30D | -10.9% | +7.0% | -17.8% | -13.8% |
| 3M | +20.3% | -7.9% | +28.2% | +23.8% |
| 6M | -3.6% | -15.0% | +11.4% | +2.7% |
| YTD | -44.9% | -1.3% | -43.6% | -45.6% |
| 1Y | -64.9% | +16.9% | -81.8% | -68.4% |
| 3Y | +7.6% | +58.9% | -51.3% | -23.4% |
| 5Y | -74.0% | +40.9% | -114.8% | -81.8% |
| All | -53.9% | +68.0% | -121.9% | -71.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling