+70.5%
DOCN vs BNY
+278.9%
-208.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.4% | +2.4% |
| 7D | -19.2% | +0.4% | -19.6% | -19.2% |
| 30D | -43.1% | +4.0% | -47.0% | -44.5% |
| 3M | -40.7% | -6.6% | -34.1% | -37.1% |
| 6M | -55.0% | +11.5% | -66.4% | -58.8% |
| YTD | +50.6% | +29.5% | +21.1% | +21.9% |
| 1Y | +54.0% | +38.7% | +15.3% | +18.0% |
| 3Y | +203.9% | +251.5% | -47.6% | +13.3% |
| 5Y | -29.4% | +187.5% | -216.8% | -71.8% |
| All | +70.5% | +278.9% | -208.3% | -25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling