+289.7%
BNY vs ROP
-19.1%
+308.8%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -1.1% | -8.0% | +6.9% | +1.1% |
| 30D | +1.4% | -2.7% | +4.1% | +2.0% |
| 3M | +16.8% | +16.6% | +0.2% | +10.4% |
| 6M | +42.0% | +10.4% | +31.6% | +36.5% |
| YTD | +41.9% | -12.1% | +54.0% | +48.7% |
| 1Y | +59.2% | -23.6% | +82.8% | +77.3% |
| All | +289.7% | -19.1% | +308.8% | +310.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling