+14,232.0%
DE vs BNY
+8,074.1%
+6,157.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.3% |
| 7D | -2.6% | -1.3% | -1.2% | -2.1% |
| 30D | +9.0% | -0.2% | +9.2% | +9.0% |
| 3M | +19.1% | +14.9% | +4.2% | +12.6% |
| 6M | +14.4% | +40.0% | -25.6% | +0.2% |
| YTD | +45.9% | +42.0% | +4.0% | +26.8% |
| 1Y | +43.6% | +56.9% | -13.2% | +19.7% |
| 3Y | +75.9% | +289.9% | -214.0% | +2.8% |
| 5Y | +98.8% | +259.2% | -160.4% | +18.2% |
| 10Y | +861.4% | +413.3% | +448.2% | +393.4% |
| All | +14,232.0% | +8,074.1% | +6,157.8% | +2,902.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling