-10.3%
DOCU vs NYT
+15.2%
-25.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | +6.9% | -1.3% | +8.2% | +7.3% |
| 30D | +19.0% | +2.7% | +16.2% | +17.9% |
| 3M | +34.3% | -10.3% | +44.6% | +37.5% |
| 6M | +48.0% | -16.6% | +64.6% | +54.1% |
| YTD | 0.0% | -2.3% | +2.3% | -0.1% |
| 1Y | -10.3% | +15.0% | -25.3% | -15.7% |
| All | -10.3% | +15.2% | -25.5% | -15.7% |
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