+328.9%
BNY vs DOC
+21.1%
+307.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +1.8% |
| 7D | +2.3% | +5.9% | -3.5% | +0.4% |
| 30D | +6.4% | +10.3% | -3.8% | +2.9% |
| 3M | -3.6% | -2.2% | -1.4% | -3.1% |
| 6M | +16.9% | +8.2% | +8.7% | +13.2% |
| YTD | +32.6% | +35.4% | -2.8% | +17.6% |
| 1Y | +40.4% | +23.6% | +16.7% | +28.5% |
| 3Y | +259.4% | +57.3% | +202.2% | +196.3% |
| 5Y | +195.5% | -19.6% | +215.1% | +206.9% |
| 10Y | +328.9% | +20.8% | +308.1% | +301.3% |
| All | +328.9% | +21.1% | +307.8% | +301.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling