+274.0%
BNY vs DOCS
-40.7%
+314.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.3% | +6.1% | -0.6% |
| 7D | +1.5% | -7.3% | +8.8% | +2.0% |
| 30D | +3.3% | -10.9% | +14.2% | +4.1% |
| 3M | +15.3% | +20.3% | -5.0% | +12.9% |
| 6M | +42.5% | -3.6% | +46.1% | +41.4% |
| YTD | +42.1% | -44.9% | +87.0% | +47.7% |
| 1Y | +59.4% | -64.9% | +124.3% | +72.0% |
| 3Y | +291.5% | +7.6% | +283.9% | +269.6% |
| 5Y | +252.3% | -74.0% | +326.3% | +252.8% |
| All | +274.0% | -40.7% | +314.7% | +264.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling