+814.3%
BNY vs RSG
+2,015.5%
-1,201.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | -0.2% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | -0.2% | +4.0% | -4.1% | -1.7% |
| 3M | +14.9% | +7.4% | +7.6% | +11.4% |
| 6M | +40.0% | +0.1% | +39.9% | +38.9% |
| YTD | +42.0% | +6.0% | +36.0% | +37.7% |
| 1Y | +56.9% | -3.0% | +59.8% | +57.0% |
| 3Y | +289.9% | +56.5% | +233.4% | +222.0% |
| 5Y | +259.2% | +90.9% | +168.3% | +172.6% |
| 10Y | +413.3% | +428.7% | -15.5% | +170.1% |
| All | +814.3% | +2,015.5% | -1,201.3% | +231.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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