+7,924.2%
BNY vs DTE
+3,398.4%
+4,525.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | +0.8% |
| 7D | -1.3% | -2.6% | +1.2% | +0.1% |
| 30D | -0.2% | -4.4% | +4.2% | +2.3% |
| 3M | +14.9% | -8.3% | +23.3% | +20.2% |
| 6M | +40.0% | -8.1% | +48.1% | +45.5% |
| YTD | +42.0% | +4.4% | +37.6% | +36.9% |
| 1Y | +56.9% | +0.2% | +56.7% | +54.6% |
| 3Y | +289.9% | +42.6% | +247.3% | +209.5% |
| 5Y | +259.2% | +31.5% | +227.7% | +193.1% |
| 10Y | +413.3% | +138.2% | +275.0% | +179.4% |
| All | +7,924.2% | +3,398.4% | +4,525.7% | +913.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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