+65.6%
DOCU vs NYT
+219.0%
-153.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -0.3% | -0.7% | +0.5% | +0.1% |
| 30D | +10.9% | +4.5% | +6.4% | +8.5% |
| 3M | +45.8% | -8.5% | +54.3% | +50.9% |
| 6M | +35.3% | -15.1% | +50.3% | +43.9% |
| YTD | -3.8% | -3.3% | -0.5% | -4.0% |
| 1Y | -16.5% | +17.0% | -33.5% | -24.2% |
| 3Y | +31.0% | +55.7% | -24.6% | +2.2% |
| 5Y | -76.3% | +38.9% | -115.1% | -81.5% |
| All | +65.6% | +219.0% | -153.4% | +5.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling