+7,916.8%
BNY vs DD
+932.3%
+6,984.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +1.0% |
| 7D | +0.3% | -3.8% | +4.1% | +2.1% |
| 30D | +1.9% | -9.2% | +11.2% | +6.5% |
| 3M | +13.9% | -9.0% | +22.9% | +18.6% |
| 6M | +42.3% | -5.0% | +47.3% | +44.2% |
| YTD | +41.8% | +7.4% | +34.5% | +35.0% |
| 1Y | +57.9% | +35.1% | +22.8% | +33.9% |
| 3Y | +290.7% | +43.2% | +247.5% | +210.8% |
| 5Y | +252.3% | +59.6% | +192.6% | +162.6% |
| 10Y | +412.8% | +66.5% | +346.3% | +248.7% |
| All | +7,916.8% | +932.3% | +6,984.5% | +1,810.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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