+191.4%
BNY vs DOC
-20.4%
+211.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.1% |
| 7D | 0.0% | +1.0% | -1.1% | -0.3% |
| 30D | +7.4% | +8.1% | -0.8% | +4.6% |
| 3M | -4.3% | +0.9% | -5.2% | -4.8% |
| 6M | +16.2% | +6.3% | +9.9% | +13.2% |
| YTD | +33.9% | +33.8% | +0.1% | +19.0% |
| 1Y | +39.7% | +21.6% | +18.0% | +28.7% |
| 3Y | +258.0% | +53.4% | +204.6% | +192.2% |
| 5Y | +191.4% | -21.0% | +212.4% | +217.7% |
| All | +191.4% | -20.4% | +211.7% | +217.7% |
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