-55.0%
DOCN vs BNY
+12.4%
-67.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.4% | +2.4% |
| 7D | -19.2% | +0.4% | -19.6% | -18.8% |
| 30D | -43.1% | +4.0% | -47.0% | -44.1% |
| 3M | -40.7% | -6.6% | -34.1% | -37.3% |
| 6M | -55.0% | +11.5% | -66.4% | -61.0% |
| All | -55.0% | +12.4% | -67.4% | -61.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling