+3,459.5%
BNY vs DRI
+7,246.7%
-3,787.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | +0.4% |
| 7D | -1.1% | -4.8% | +3.8% | +0.7% |
| 30D | +1.4% | -5.2% | +6.6% | +3.3% |
| 3M | +16.8% | +2.7% | +14.1% | +15.1% |
| 6M | +42.0% | +3.6% | +38.4% | +38.9% |
| YTD | +41.9% | +15.4% | +26.5% | +32.9% |
| 1Y | +59.2% | +1.3% | +57.9% | +55.8% |
| 3Y | +290.9% | +53.1% | +237.8% | +222.4% |
| 5Y | +259.0% | +64.6% | +194.5% | +184.1% |
| 10Y | +413.0% | +349.5% | +63.5% | +149.8% |
| All | +3,459.5% | +7,246.7% | -3,787.2% | +624.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling