+256.9%
BNY vs OMC
+30.5%
+226.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -1.3% | -4.4% | +3.0% | +0.1% |
| 30D | -0.2% | -7.6% | +7.4% | +2.3% |
| 3M | +14.9% | +4.5% | +10.4% | +12.3% |
| 6M | +40.0% | -0.3% | +40.2% | +38.8% |
| YTD | +42.0% | -0.1% | +42.1% | +39.6% |
| 1Y | +56.9% | +4.6% | +52.2% | +50.5% |
| 3Y | +289.9% | +10.5% | +279.4% | +252.0% |
| All | +256.9% | +30.5% | +226.4% | +175.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling