+406.7%
BNY vs D
+36.8%
+369.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.4% |
| 7D | -1.3% | -2.2% | +0.9% | -0.6% |
| 30D | -0.2% | -4.5% | +4.3% | +1.3% |
| 3M | +14.9% | -2.5% | +17.5% | +15.7% |
| 6M | +40.0% | +5.5% | +34.4% | +36.8% |
| YTD | +42.0% | +13.3% | +28.7% | +35.3% |
| 1Y | +56.9% | +11.8% | +45.0% | +49.8% |
| 3Y | +289.9% | +56.7% | +233.1% | +226.1% |
| 5Y | +259.2% | +4.3% | +254.9% | +244.5% |
| All | +406.7% | +36.8% | +369.9% | +388.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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