+406.7%
BNY vs RNG
+222.9%
+183.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -1.3% | -6.1% | +4.8% | -0.7% |
| 30D | -0.2% | +9.6% | -9.8% | -1.2% |
| 3M | +14.9% | +83.3% | -68.4% | +7.0% |
| 6M | +40.0% | +77.9% | -38.0% | +29.9% |
| YTD | +42.0% | +139.9% | -97.9% | +26.1% |
| 1Y | +56.9% | +121.7% | -64.8% | +40.2% |
| 3Y | +289.9% | +121.9% | +168.0% | +239.9% |
| 5Y | +259.2% | -68.4% | +327.6% | +255.5% |
| All | +406.7% | +222.9% | +183.8% | +251.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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