+765.4%
BNY vs DG
+560.3%
+205.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +0.2% |
| 7D | +0.3% | -4.8% | +5.1% | +1.1% |
| 30D | +1.9% | +1.8% | +0.2% | +1.6% |
| 3M | +13.9% | +14.5% | -0.6% | +11.0% |
| 6M | +42.3% | -13.6% | +55.9% | +44.9% |
| YTD | +41.8% | -4.8% | +46.7% | +41.9% |
| 1Y | +57.9% | +21.6% | +36.4% | +50.8% |
| 3Y | +290.7% | +4.5% | +286.3% | +270.8% |
| 5Y | +252.3% | -38.5% | +290.7% | +268.7% |
| 10Y | +412.8% | +102.2% | +310.6% | +302.6% |
| All | +765.4% | +560.3% | +205.1% | +389.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling