+289.9%
BNY vs ROK
+51.1%
+238.8%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | -0.4% |
| 7D | -1.3% | -1.2% | -0.1% | -1.0% |
| 30D | -0.2% | -4.8% | +4.6% | +1.2% |
| 3M | +14.9% | -6.1% | +21.0% | +16.4% |
| 6M | +40.0% | +15.5% | +24.5% | +32.9% |
| YTD | +42.0% | +11.2% | +30.8% | +36.3% |
| 1Y | +56.9% | +23.8% | +33.0% | +45.9% |
| 3Y | +289.9% | +53.1% | +236.7% | +224.7% |
| All | +289.9% | +51.1% | +238.8% | +224.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 3y: compounded portfolio wealth divided by compounded ROK 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…
3y analysis · Full analysis span regression · 6 months rolling