+56.9%
BNY vs DG
+19.2%
+37.7%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | 0.0% |
| 7D | -1.3% | -6.5% | +5.2% | -1.2% |
| 30D | -0.2% | +4.2% | -4.3% | -0.2% |
| 3M | +14.9% | +9.5% | +5.4% | +14.4% |
| 6M | +40.0% | -13.1% | +53.1% | +42.2% |
| YTD | +42.0% | -4.8% | +46.8% | +42.8% |
| 1Y | +56.9% | +20.6% | +36.2% | +51.7% |
| All | +56.9% | +19.2% | +37.7% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling