+587.1%
NYT vs DOC
+21.1%
+566.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.8% | +3.8% | +5.1% |
| 7D | +3.2% | +5.9% | -2.7% | +1.7% |
| 30D | +8.8% | +10.3% | -1.5% | +6.1% |
| 3M | +14.0% | -2.2% | +16.2% | +14.5% |
| 6M | -8.5% | +8.2% | -16.7% | -10.6% |
| YTD | +5.2% | +35.4% | -30.1% | -3.4% |
| 1Y | +19.1% | +23.6% | -4.6% | +11.8% |
| 3Y | +73.3% | +57.3% | +16.1% | +50.2% |
| 5Y | +55.7% | -19.6% | +75.3% | +58.9% |
| 10Y | +587.1% | +20.8% | +566.3% | +549.2% |
| All | +587.1% | +21.1% | +566.0% | +549.2% |
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