+193.1%
BNY vs DOC
-21.4%
+214.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +3.9% | -0.9% | +4.7% | +4.1% |
| 30D | +11.9% | +7.7% | +4.2% | +9.2% |
| 3M | -5.0% | -2.0% | -3.0% | -4.6% |
| 6M | +14.6% | +5.9% | +8.7% | +11.8% |
| YTD | +34.5% | +31.8% | +2.7% | +20.1% |
| 1Y | +40.6% | +22.5% | +18.1% | +29.0% |
| 3Y | +261.7% | +54.7% | +207.0% | +193.4% |
| All | +193.1% | -21.4% | +214.5% | +221.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling