+259.0%
BNY vs RL
+223.8%
+35.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -1.1% | -2.2% | +1.1% | -0.5% |
| 30D | +1.4% | -15.3% | +16.8% | +6.2% |
| 3M | +16.8% | -10.3% | +27.2% | +20.0% |
| 6M | +42.0% | -2.2% | +44.2% | +41.3% |
| YTD | +41.9% | -4.3% | +46.2% | +41.8% |
| 1Y | +59.2% | +8.9% | +50.3% | +52.4% |
| 3Y | +290.9% | +201.4% | +89.5% | +157.0% |
| 5Y | +259.0% | +230.6% | +28.5% | +119.4% |
| All | +259.0% | +223.8% | +35.3% | +119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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