+406.7%
BNY vs OMC
+34.2%
+372.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | -1.3% | -4.4% | +3.0% | +0.6% |
| 30D | -0.2% | -7.6% | +7.4% | +3.1% |
| 3M | +14.9% | +4.5% | +10.4% | +11.5% |
| 6M | +40.0% | -0.3% | +40.2% | +38.3% |
| YTD | +42.0% | -0.1% | +42.1% | +38.3% |
| 1Y | +56.9% | +4.6% | +52.2% | +48.1% |
| 3Y | +289.9% | +10.5% | +279.4% | +246.3% |
| 5Y | +259.2% | +31.7% | +227.5% | +180.7% |
| All | +406.7% | +34.2% | +372.5% | +261.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling