+43.9%
BNY vs ROL
-34.1%
+78.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.5% | +2.0% |
| 7D | +2.8% | +14.6% | -11.8% | +1.6% |
| 30D | +6.7% | +29.3% | -22.6% | +4.4% |
| 3M | -2.2% | +2.0% | -4.2% | -2.1% |
| 6M | +16.8% | -28.5% | +45.3% | +24.4% |
| YTD | +33.9% | -35.3% | +69.2% | +49.7% |
| 1Y | +43.9% | -34.7% | +78.6% | +59.6% |
| All | +43.9% | -34.1% | +78.0% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling