+16.5%
NYT vs DOC
+21.8%
-5.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.1% | -4.0% | -1.6% |
| 7D | -3.9% | +8.7% | -12.6% | -5.6% |
| 30D | +4.3% | +7.6% | -3.4% | +2.6% |
| 3M | -11.7% | -5.3% | -6.5% | -10.7% |
| 6M | -14.4% | +27.6% | -42.0% | -19.7% |
| YTD | -3.0% | +32.4% | -35.5% | -9.4% |
| 1Y | +16.5% | +22.9% | -6.3% | +9.6% |
| All | +16.5% | +21.8% | -5.3% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling