+1,183.8%
BNY vs RL
+1,301.1%
-117.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +1.0% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | +1.9% | -17.5% | +19.5% | +9.3% |
| 3M | +13.9% | -14.0% | +27.9% | +19.8% |
| 6M | +42.3% | -2.0% | +44.3% | +41.2% |
| YTD | +41.8% | -4.6% | +46.4% | +41.7% |
| 1Y | +57.9% | +9.5% | +48.4% | +49.1% |
| 3Y | +290.7% | +200.5% | +90.3% | +139.9% |
| 5Y | +252.3% | +226.3% | +26.0% | +101.8% |
| 10Y | +412.8% | +304.8% | +108.0% | +143.3% |
| All | +1,183.8% | +1,301.1% | -117.3% | +223.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling