+406.7%
BNY vs ROP
+135.6%
+271.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | +0.1% |
| 7D | -1.3% | -4.6% | +3.3% | +1.0% |
| 30D | -0.2% | -1.7% | +1.5% | +0.4% |
| 3M | +14.9% | +17.1% | -2.1% | +4.6% |
| 6M | +40.0% | +10.9% | +29.1% | +30.5% |
| YTD | +42.0% | -12.1% | +54.1% | +48.8% |
| 1Y | +56.9% | -24.2% | +81.1% | +77.8% |
| 3Y | +289.9% | -20.4% | +310.2% | +324.2% |
| 5Y | +259.2% | -15.4% | +274.6% | +271.2% |
| All | +406.7% | +135.6% | +271.1% | +199.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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