+256.9%
BNY vs DG
-37.9%
+294.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.2% | 0.0% |
| 7D | -1.3% | -6.5% | +5.2% | -0.9% |
| 30D | -0.2% | +4.2% | -4.3% | -0.5% |
| 3M | +14.9% | +9.5% | +5.4% | +14.0% |
| 6M | +40.0% | -13.1% | +53.1% | +41.2% |
| YTD | +42.0% | -4.8% | +46.8% | +42.1% |
| 1Y | +56.9% | +20.6% | +36.2% | +53.8% |
| 3Y | +289.9% | +4.9% | +284.9% | +281.6% |
| All | +256.9% | -37.9% | +294.8% | +276.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling