+7,926.8%
BNY vs D
+2,361.5%
+5,565.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.5% |
| 7D | +1.5% | +0.8% | +0.7% | +1.1% |
| 30D | +3.3% | -0.7% | +4.1% | +3.7% |
| 3M | +15.3% | +2.1% | +13.2% | +13.8% |
| 6M | +42.5% | +6.8% | +35.6% | +36.4% |
| YTD | +42.0% | +16.5% | +25.5% | +29.5% |
| 1Y | +59.3% | +19.2% | +40.1% | +43.0% |
| 3Y | +291.2% | +61.9% | +229.3% | +188.9% |
| 5Y | +252.1% | +6.5% | +245.5% | +220.3% |
| 10Y | +407.1% | +35.3% | +371.9% | +271.2% |
| All | +7,926.8% | +2,361.5% | +5,565.2% | +801.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling