+633.1%
BNY vs RNG
+301.7%
+331.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -1.3% | -6.1% | +4.8% | -0.6% |
| 30D | -0.2% | +9.6% | -9.8% | -1.3% |
| 3M | +14.9% | +83.3% | -68.4% | +6.2% |
| 6M | +40.0% | +77.9% | -38.0% | +28.9% |
| YTD | +42.0% | +139.9% | -97.9% | +24.6% |
| 1Y | +56.9% | +121.7% | -64.8% | +38.6% |
| 3Y | +289.9% | +121.9% | +168.0% | +235.4% |
| 5Y | +259.2% | -68.4% | +327.6% | +264.7% |
| 10Y | +413.3% | +220.0% | +193.2% | +230.3% |
| All | +633.1% | +301.7% | +331.4% | +348.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling