+406.7%
BNY vs DRI
+353.8%
+52.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | -1.3% | -3.2% | +1.9% | -0.2% |
| 30D | -0.2% | -7.8% | +7.6% | +2.5% |
| 3M | +14.9% | +0.4% | +14.6% | +14.3% |
| 6M | +40.0% | +4.8% | +35.2% | +36.6% |
| YTD | +42.0% | +16.7% | +25.2% | +33.0% |
| 1Y | +56.9% | +1.5% | +55.4% | +53.7% |
| 3Y | +289.9% | +56.3% | +233.6% | +222.6% |
| 5Y | +259.2% | +66.4% | +192.8% | +186.6% |
| All | +406.7% | +353.8% | +52.9% | +174.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling