+43.9%
BNY vs DT
-5.1%
+49.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.3% |
| 7D | +2.8% | -25.5% | +28.3% | +3.1% |
| 30D | +6.7% | -22.3% | +29.0% | +7.0% |
| 3M | -2.2% | +2.3% | -4.5% | -2.5% |
| 6M | +16.8% | +20.7% | -4.0% | +15.8% |
| YTD | +33.9% | +7.9% | +25.9% | +32.7% |
| 1Y | +43.9% | -5.7% | +49.7% | +46.8% |
| All | +43.9% | -5.1% | +49.0% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling