+42.3%
BNY vs DG
-13.1%
+55.4%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | -0.3% |
| 7D | +0.3% | -4.8% | +5.1% | +0.1% |
| 30D | +1.9% | +1.8% | +0.2% | +2.1% |
| 3M | +13.9% | +14.5% | -0.6% | +14.0% |
| 6M | +42.3% | -13.6% | +55.9% | +45.6% |
| All | +42.3% | -13.1% | +55.4% | +45.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling