+164.6%
DOCN vs BNY
+320.9%
-156.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.5% |
| 7D | +1.1% | +1.4% | -0.3% | 0.0% |
| 30D | -9.6% | +3.8% | -13.5% | -12.3% |
| 3M | -37.7% | +14.9% | -52.6% | -44.6% |
| 6M | +115.2% | +40.3% | +74.9% | +63.4% |
| YTD | +133.7% | +43.9% | +89.8% | +73.0% |
| 1Y | +250.2% | +59.0% | +191.1% | +139.5% |
| 3Y | +320.3% | +290.7% | +29.5% | +43.6% |
| 5Y | +53.1% | +250.4% | -197.3% | -44.4% |
| All | +164.6% | +320.9% | -156.3% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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