+57.7%
NYT vs DOC
-22.3%
+80.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.3% |
| 7D | +9.0% | 0.0% | +9.0% | +9.0% |
| 30D | +6.8% | +6.6% | +0.3% | +4.8% |
| 3M | +12.1% | -1.1% | +13.3% | +12.4% |
| 6M | -7.7% | +4.8% | -12.6% | -9.4% |
| YTD | +4.2% | +32.1% | -27.9% | -5.5% |
| 1Y | +14.3% | +21.9% | -7.5% | +6.3% |
| 3Y | +69.8% | +51.4% | +18.4% | +40.2% |
| 5Y | +57.7% | -21.2% | +78.8% | +73.2% |
| All | +57.7% | -22.3% | +80.0% | +73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling