-76.9%
DOCU vs NYT
+40.3%
-117.2%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.0% | -5.9% | -5.5% |
| 7D | +0.7% | +0.3% | +0.3% | +0.4% |
| 30D | +8.0% | +7.0% | +1.0% | +3.3% |
| 3M | +41.0% | -7.9% | +48.9% | +46.8% |
| 6M | +33.7% | -15.0% | +48.7% | +45.0% |
| YTD | -4.9% | -1.3% | -3.6% | -7.1% |
| 1Y | -20.4% | +16.9% | -37.3% | -31.2% |
| 3Y | +29.6% | +58.9% | -29.3% | -14.3% |
| 5Y | -76.9% | +40.9% | -117.8% | -85.6% |
| All | -76.9% | +40.3% | -117.2% | -85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling