+42.0%
BNY vs DT
+32.7%
+9.3%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | +0.1% |
| 7D | -1.1% | -2.5% | +1.5% | -1.1% |
| 30D | +1.4% | +3.5% | -2.1% | +1.5% |
| 3M | +16.8% | +26.7% | -9.9% | +18.1% |
| 6M | +42.0% | +36.1% | +5.9% | +43.3% |
| All | +42.0% | +32.7% | +9.3% | +43.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling