+278.6%
BNY vs DOCS
-36.0%
+314.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.5% |
| 7D | +1.4% | -1.4% | +2.9% | +1.5% |
| 30D | +3.8% | +21.8% | -18.0% | +1.7% |
| 3M | +14.9% | +27.3% | -12.4% | +12.1% |
| 6M | +40.3% | -0.3% | +40.7% | +39.0% |
| YTD | +43.9% | -40.5% | +84.4% | +48.7% |
| 1Y | +59.0% | -61.5% | +120.6% | +70.3% |
| 3Y | +290.7% | +8.2% | +282.6% | +269.3% |
| 5Y | +250.4% | -73.4% | +323.8% | +249.7% |
| All | +278.6% | -36.0% | +314.6% | +266.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded DOCS 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling