+322.4%
BNY vs DOC
+20.3%
+302.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.3% |
| 7D | +1.2% | +4.3% | -3.1% | -0.2% |
| 30D | +6.4% | +9.2% | -2.8% | +3.2% |
| 3M | -4.8% | -0.8% | -4.0% | -4.7% |
| 6M | +16.8% | +7.1% | +9.7% | +13.5% |
| YTD | +32.5% | +34.0% | -1.5% | +17.9% |
| 1Y | +38.6% | +23.2% | +15.4% | +26.9% |
| 3Y | +254.3% | +53.6% | +200.7% | +194.4% |
| 5Y | +192.4% | -20.4% | +212.9% | +204.9% |
| 10Y | +322.4% | +23.4% | +299.0% | +295.9% |
| All | +322.4% | +20.3% | +302.1% | +295.9% |
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 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