+7,924.2%
BNY vs RRX
+3,890.5%
+4,033.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.6% | -1.4% |
| 7D | -1.3% | -0.3% | -1.0% | -1.3% |
| 30D | -0.2% | -6.1% | +6.0% | +2.1% |
| 3M | +14.9% | -23.1% | +38.0% | +24.5% |
| 6M | +40.0% | -19.5% | +59.5% | +46.4% |
| YTD | +42.0% | +16.1% | +25.9% | +27.2% |
| 1Y | +56.9% | +12.9% | +43.9% | +40.7% |
| 3Y | +289.9% | +7.9% | +281.9% | +232.3% |
| 5Y | +259.2% | +19.1% | +240.1% | +186.1% |
| 10Y | +413.3% | +225.8% | +187.5% | +162.7% |
| All | +7,924.2% | +3,890.5% | +4,033.7% | +2,313.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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