+62.2%
DOCU vs NYT
+219.2%
-157.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | 0.0% |
| 7D | -1.4% | -1.6% | +0.2% | -0.7% |
| 30D | +8.1% | +2.8% | +5.3% | +6.5% |
| 3M | +43.0% | -9.2% | +52.2% | +48.5% |
| 6M | +32.4% | -17.1% | +49.5% | +42.4% |
| YTD | -5.8% | -3.2% | -2.5% | -6.0% |
| 1Y | -19.2% | +15.7% | -34.9% | -26.2% |
| 3Y | +28.4% | +55.7% | -27.4% | +0.1% |
| 5Y | -77.1% | +39.4% | -116.5% | -82.1% |
| All | +62.2% | +219.2% | -157.0% | +3.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling