+38.6%
BNY vs DOC
+22.2%
+16.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | 0.0% |
| 7D | +1.2% | +4.3% | -3.1% | +0.8% |
| 30D | +6.4% | +9.2% | -2.8% | +5.5% |
| 3M | -4.8% | -0.8% | -4.0% | -4.8% |
| 6M | +16.8% | +7.1% | +9.7% | +15.7% |
| YTD | +32.5% | +34.0% | -1.5% | +26.3% |
| 1Y | +38.6% | +23.2% | +15.4% | +32.6% |
| All | +38.6% | +22.2% | +16.4% | +32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling