+16.7%
NYT vs DOC
+23.5%
-6.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.8% | +3.8% | +5.2% |
| 7D | +3.2% | +5.9% | -2.7% | +1.9% |
| 30D | +8.8% | +10.3% | -1.5% | +6.5% |
| 3M | +14.0% | -2.2% | +16.2% | +14.6% |
| 6M | -8.5% | +8.2% | -16.7% | -10.3% |
| YTD | +5.2% | +35.4% | -30.1% | -3.3% |
| All | +16.7% | +23.5% | -6.8% | +9.0% |
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