+212.2%
DOCN vs BNY
+314.6%
-102.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.9% |
| 7D | +26.5% | +0.3% | +26.2% | +26.1% |
| 30D | +2.3% | +1.9% | +0.3% | +0.6% |
| 3M | -21.2% | +13.9% | -35.1% | -29.5% |
| 6M | +130.6% | +42.3% | +88.3% | +73.1% |
| YTD | +175.7% | +41.7% | +134.0% | +106.3% |
| 1Y | +286.6% | +57.8% | +228.8% | +165.8% |
| 3Y | +394.1% | +290.4% | +103.7% | +68.9% |
| 5Y | +92.1% | +252.0% | -159.9% | -29.2% |
| All | +212.2% | +314.6% | -102.5% | +26.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling