+250.9%
BNY vs DOC
+43.2%
+207.8%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.4% |
| 7D | -1.3% | +6.2% | -7.5% | -2.6% |
| 30D | +3.1% | +6.5% | -3.4% | +1.6% |
| 3M | -6.7% | -6.2% | -0.4% | -5.4% |
| 6M | +12.4% | +25.6% | -13.2% | +5.4% |
| YTD | +29.3% | +32.1% | -2.8% | +19.0% |
| 1Y | +38.1% | +20.3% | +17.8% | +30.6% |
| All | +250.9% | +43.2% | +207.8% | +217.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling