+381.4%
BNY vs RUN
-33.9%
+415.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +2.0% | +0.2% |
| 7D | -1.1% | -3.4% | +2.3% | -0.8% |
| 30D | +1.4% | -14.0% | +15.4% | +2.5% |
| 3M | +16.8% | -27.5% | +44.3% | +19.2% |
| 6M | +42.0% | -29.0% | +71.0% | +44.4% |
| YTD | +41.9% | -53.1% | +95.0% | +47.8% |
| 1Y | +59.2% | -46.7% | +105.9% | +63.1% |
| 3Y | +290.9% | -38.3% | +329.2% | +257.5% |
| 5Y | +259.0% | -80.7% | +339.7% | +248.3% |
| 10Y | +413.0% | +42.4% | +370.6% | +273.4% |
| All | +381.4% | -33.9% | +415.3% | +257.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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