+574.3%
NYT vs DOC
+15.7%
+558.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +4.1% |
| 7D | -2.6% | +6.5% | -9.0% | -4.1% |
| 30D | +5.3% | +9.2% | -3.8% | +3.0% |
| 3M | +5.9% | -2.5% | +8.4% | +6.4% |
| 6M | -17.8% | +7.1% | -24.8% | -19.5% |
| YTD | -0.3% | +33.0% | -33.3% | -8.1% |
| 1Y | +15.4% | +23.3% | -7.9% | +8.4% |
| 3Y | +70.8% | +44.9% | +25.9% | +51.4% |
| 5Y | +44.1% | -21.6% | +65.7% | +47.9% |
| All | +574.3% | +15.7% | +558.6% | +543.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling