+92.1%
DOCU vs NYT
+69.0%
+23.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.3% | -5.9% | -3.4% |
| 7D | -5.5% | -2.6% | -3.0% | -4.6% |
| 30D | +12.6% | +5.3% | +7.3% | +10.4% |
| 3M | +36.4% | +5.9% | +30.5% | +32.6% |
| 6M | +66.8% | -17.8% | +84.6% | +79.1% |
| YTD | +13.5% | -0.3% | +13.8% | +11.1% |
| 1Y | +11.3% | +15.4% | -4.1% | +1.4% |
| 3Y | +92.1% | +70.8% | +21.2% | +48.4% |
| All | +92.1% | +69.0% | +23.0% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling