+324.3%
BNY vs OSCR
-9.0%
+333.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | 0.0% |
| 7D | -1.3% | +1.6% | -2.9% | -1.4% |
| 30D | -0.2% | +10.7% | -10.8% | -0.8% |
| 3M | +14.9% | +13.4% | +1.6% | +13.7% |
| 6M | +40.0% | +144.6% | -104.6% | +31.5% |
| YTD | +42.0% | +128.0% | -86.1% | +33.7% |
| 1Y | +56.9% | +68.7% | -11.8% | +49.5% |
| 3Y | +289.9% | +398.8% | -108.9% | +233.2% |
| 5Y | +259.2% | +87.3% | +171.9% | +191.8% |
| All | +324.3% | -9.0% | +333.3% | +241.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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