+406.7%
BNY vs ROL
+211.6%
+195.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.4% | -0.1% |
| 7D | -1.3% | -3.2% | +1.8% | -0.4% |
| 30D | -0.2% | -4.9% | +4.7% | +1.3% |
| 3M | +14.9% | -25.8% | +40.8% | +24.9% |
| 6M | +40.0% | -37.6% | +77.5% | +60.1% |
| YTD | +42.0% | -41.5% | +83.5% | +65.3% |
| 1Y | +56.9% | -39.5% | +96.3% | +80.2% |
| 3Y | +289.9% | +0.1% | +289.7% | +274.9% |
| 5Y | +259.2% | -4.6% | +263.8% | +243.0% |
| All | +406.7% | +211.6% | +195.1% | +201.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling