+256.9%
BNY vs DRI
+65.5%
+191.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | -1.3% | -3.2% | +1.9% | -0.3% |
| 30D | -0.2% | -7.8% | +7.6% | +2.3% |
| 3M | +14.9% | +0.4% | +14.6% | +14.4% |
| 6M | +40.0% | +4.8% | +35.2% | +36.8% |
| YTD | +42.0% | +16.7% | +25.2% | +33.0% |
| 1Y | +56.9% | +1.5% | +55.4% | +54.0% |
| 3Y | +289.9% | +56.3% | +233.6% | +217.0% |
| All | +256.9% | +65.5% | +191.5% | +179.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling