-52.9%
DOCS vs NYT
+60.3%
-113.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | -0.4% |
| 7D | +2.6% | +6.5% | -4.0% | -0.3% |
| 30D | +11.4% | +8.4% | +3.0% | +7.4% |
| 3M | +25.4% | +13.9% | +11.4% | +17.5% |
| 6M | +42.5% | -4.8% | +47.3% | +44.2% |
| YTD | -24.7% | +6.2% | -30.9% | -28.4% |
| 1Y | -32.9% | +14.3% | -47.2% | -38.6% |
| 3Y | +39.6% | +73.6% | -34.0% | -4.8% |
| All | -52.9% | +60.3% | -113.2% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling