+406.7%
BNY vs RMD
+274.3%
+132.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -1.3% | -4.4% | +3.1% | -0.2% |
| 30D | -0.2% | -3.1% | +3.0% | +0.5% |
| 3M | +14.9% | +13.8% | +1.2% | +10.6% |
| 6M | +40.0% | -8.6% | +48.6% | +42.4% |
| YTD | +42.0% | -8.6% | +50.6% | +44.3% |
| 1Y | +56.9% | -19.7% | +76.5% | +64.7% |
| 3Y | +289.9% | +48.4% | +241.5% | +235.8% |
| 5Y | +259.2% | -22.7% | +281.9% | +266.2% |
| All | +406.7% | +274.3% | +132.4% | +247.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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