+99.6%
DE vs BNY
+256.6%
-157.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | -2.6% | -1.3% | -1.2% | -2.0% |
| 30D | +9.0% | -0.2% | +9.2% | +9.0% |
| 3M | +19.1% | +14.9% | +4.2% | +11.3% |
| 6M | +14.4% | +40.0% | -25.6% | -2.6% |
| YTD | +45.9% | +42.0% | +4.0% | +22.8% |
| 1Y | +43.6% | +56.9% | -13.2% | +14.7% |
| 3Y | +75.9% | +289.9% | -214.0% | -11.3% |
| All | +99.6% | +256.6% | -157.0% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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