+73.3%
NYT vs DOC
+55.4%
+17.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +9.3% | +1.0% | +8.3% | +9.1% |
| 30D | +10.0% | +8.1% | +1.9% | +8.3% |
| 3M | +14.5% | +0.9% | +13.6% | +14.2% |
| 6M | -5.4% | +6.3% | -11.6% | -6.7% |
| YTD | +6.0% | +33.8% | -27.8% | -0.7% |
| 1Y | +16.7% | +21.6% | -4.9% | +11.2% |
| All | +73.3% | +55.4% | +17.9% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling