-65.2%
DOCS vs NYT
+14.6%
-79.8%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.6% |
| 7D | -8.1% | -1.6% | -6.5% | -7.9% |
| 30D | -5.6% | +2.8% | -8.4% | -6.2% |
| 3M | +18.3% | -9.2% | +27.5% | +20.6% |
| 6M | -5.1% | -17.1% | +12.0% | -1.9% |
| YTD | -45.4% | -3.2% | -42.1% | -43.7% |
| 1Y | -65.2% | +15.7% | -80.9% | -63.8% |
| All | -65.2% | +14.6% | -79.8% | -63.8% |
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