+46.1%
NYT vs DOC
-21.4%
+67.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +4.0% |
| 7D | -2.6% | +6.5% | -9.0% | -4.4% |
| 30D | +5.3% | +9.2% | -3.8% | +2.5% |
| 3M | +5.9% | -2.5% | +8.4% | +6.5% |
| 6M | -17.8% | +7.1% | -24.8% | -19.8% |
| YTD | -0.3% | +33.0% | -33.3% | -9.9% |
| 1Y | +15.4% | +23.3% | -7.9% | +6.8% |
| 3Y | +70.8% | +44.9% | +25.9% | +43.9% |
| All | +46.1% | -21.4% | +67.5% | +60.2% |
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