+14.9%
DIA vs BNY
+45.2%
-30.3%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.3% | +0.8% | +2.4% |
| 7D | +1.6% | +2.8% | -1.2% | +0.7% |
| 30D | +4.1% | +6.7% | -2.6% | +2.1% |
| 3M | -1.0% | -2.2% | +1.2% | -0.5% |
| 6M | +9.7% | +16.8% | -7.1% | +3.5% |
| YTD | +12.2% | +33.9% | -21.7% | -0.1% |
| 1Y | +14.9% | +43.9% | -29.0% | -1.4% |
| All | +14.9% | +45.2% | -30.3% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling