-37.4%
DOCS vs NYT
+19.3%
-56.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.6% | -4.5% | 0.0% |
| 7D | 0.0% | +3.2% | -3.2% | -0.6% |
| 30D | +7.8% | +8.8% | -1.1% | +5.8% |
| 3M | +20.0% | +14.0% | +6.0% | +16.0% |
| 6M | +26.5% | -8.5% | +35.0% | +29.4% |
| YTD | -25.8% | +5.2% | -31.0% | -26.2% |
| All | -37.4% | +19.3% | -56.7% | -40.0% |
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