+256.9%
BNY vs ROP
-16.2%
+273.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | -1.3% | -4.6% | +3.3% | +0.4% |
| 30D | -0.2% | -1.7% | +1.5% | +0.3% |
| 3M | +14.9% | +17.1% | -2.1% | +6.6% |
| 6M | +40.0% | +10.9% | +29.1% | +32.5% |
| YTD | +42.0% | -12.1% | +54.1% | +49.0% |
| 1Y | +56.9% | -24.2% | +81.1% | +76.8% |
| 3Y | +289.9% | -20.4% | +310.2% | +322.3% |
| All | +256.9% | -16.2% | +273.1% | +255.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling