+7,916.8%
BNY vs ROL
+8,694.2%
-777.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.3% |
| 7D | +0.3% | -3.3% | +3.6% | +1.7% |
| 30D | +1.9% | -7.2% | +9.2% | +5.1% |
| 3M | +13.9% | -27.0% | +40.9% | +28.8% |
| 6M | +42.3% | -39.5% | +81.8% | +73.7% |
| YTD | +41.8% | -41.8% | +83.6% | +75.4% |
| 1Y | +57.9% | -38.9% | +96.8% | +90.4% |
| 3Y | +290.7% | -0.4% | +291.1% | +274.6% |
| 5Y | +252.3% | -4.2% | +256.5% | +233.6% |
| 10Y | +412.8% | +208.2% | +204.6% | +170.6% |
| All | +7,916.8% | +8,694.2% | -777.4% | +1,048.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling