+103.3%
DOCU vs NYT
+250.2%
-146.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | -0.1% |
| 7D | +4.1% | +6.5% | -2.5% | +1.0% |
| 30D | +7.4% | +8.4% | -1.1% | +3.3% |
| 3M | +26.0% | +13.9% | +12.1% | +17.9% |
| 6M | +79.2% | -4.8% | +84.0% | +81.1% |
| YTD | +18.1% | +6.2% | +11.9% | +12.4% |
| 1Y | +20.5% | +14.3% | +6.3% | +10.6% |
| 3Y | +96.4% | +73.6% | +22.8% | +45.2% |
| 5Y | -69.5% | +60.6% | -130.1% | -77.6% |
| All | +103.3% | +250.2% | -146.9% | +23.4% |
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 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