+724.2%
NYT vs DOC
+2,974.4%
-2,250.2%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.0% |
| 7D | -1.3% | -1.5% | +0.2% | -0.8% |
| 30D | +2.7% | -4.8% | +7.5% | +4.4% |
| 3M | -10.3% | +6.9% | -17.2% | -12.6% |
| 6M | -16.6% | +20.7% | -37.3% | -22.5% |
| YTD | -2.3% | +34.1% | -36.4% | -12.8% |
| 1Y | +15.0% | +22.6% | -7.6% | +5.6% |
| 3Y | +57.1% | +20.8% | +36.3% | +41.8% |
| 5Y | +37.2% | -24.9% | +62.0% | +45.3% |
| 10Y | +464.3% | -1.8% | +466.2% | +398.9% |
| All | +724.2% | +2,974.4% | -2,250.2% | +233.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling