+330.3%
BNY vs DT
+98.4%
+231.8%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | +0.3% | -0.5% | +0.8% | +0.4% |
| 30D | +1.9% | +0.1% | +1.9% | +1.8% |
| 3M | +13.9% | +24.1% | -10.2% | +9.4% |
| 6M | +42.3% | +30.1% | +12.2% | +34.6% |
| YTD | +41.8% | +16.8% | +25.1% | +36.3% |
| 1Y | +57.9% | -0.1% | +58.0% | +55.9% |
| 3Y | +290.7% | +6.8% | +283.9% | +276.3% |
| 5Y | +252.3% | -28.4% | +280.6% | +246.6% |
| All | +330.3% | +98.4% | +231.8% | +216.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling