+186.7%
BNY vs DOC
-21.4%
+208.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | +0.4% | +6.5% | -6.0% | -1.6% |
| 30D | +4.0% | +9.2% | -5.2% | +1.0% |
| 3M | -6.6% | -2.5% | -4.1% | -6.0% |
| 6M | +11.5% | +7.1% | +4.4% | +8.3% |
| YTD | +29.5% | +33.0% | -3.5% | +15.3% |
| 1Y | +38.7% | +23.3% | +15.4% | +27.0% |
| 3Y | +251.5% | +44.9% | +206.6% | +193.9% |
| All | +186.7% | -21.4% | +208.1% | +212.1% |
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 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