+248.9%
BNY vs DOCS
-20.2%
+269.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.3% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | +6.4% | +7.8% | -1.3% | +5.8% |
| 3M | -3.6% | +20.0% | -23.6% | -5.2% |
| 6M | +16.9% | +26.5% | -9.7% | +13.6% |
| YTD | +32.6% | -25.8% | +58.3% | +34.5% |
| 1Y | +40.4% | -39.5% | +79.8% | +44.9% |
| 3Y | +259.4% | +60.3% | +199.1% | +228.2% |
| 5Y | +195.5% | -57.0% | +252.6% | +187.4% |
| All | +248.9% | -20.2% | +269.0% | +232.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling