+7,202.5%
BNY vs ROP
+24,343.0%
-17,140.4%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | -1.3% | -4.6% | +3.3% | +0.3% |
| 30D | -0.2% | -1.7% | +1.5% | +0.3% |
| 3M | +14.9% | +17.1% | -2.1% | +7.9% |
| 6M | +40.0% | +10.9% | +29.1% | +33.6% |
| YTD | +42.0% | -12.1% | +54.1% | +46.2% |
| 1Y | +56.9% | -24.2% | +81.1% | +69.7% |
| 3Y | +289.9% | -20.4% | +310.2% | +312.9% |
| 5Y | +259.2% | -15.4% | +274.6% | +270.6% |
| 10Y | +413.3% | +134.6% | +278.7% | +275.4% |
| All | +7,202.5% | +24,343.0% | -17,140.4% | +2,756.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling