-38.0%
DOCS vs NYT
+79.0%
-117.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.6% | -4.5% | -1.4% |
| 7D | 0.0% | +3.2% | -3.2% | -1.6% |
| 30D | +7.8% | +8.8% | -1.1% | +3.6% |
| 3M | +20.0% | +14.0% | +6.0% | +12.1% |
| 6M | +26.5% | -8.5% | +35.0% | +30.5% |
| YTD | -25.8% | +5.2% | -31.0% | -29.2% |
| 1Y | -39.5% | +19.1% | -58.5% | -45.9% |
| 3Y | +60.3% | +73.3% | -13.0% | +8.7% |
| 5Y | -57.0% | +55.7% | -112.7% | -70.3% |
| All | -38.0% | +79.0% | -117.0% | -63.5% |
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