+247.6%
DIA vs BNY
+416.3%
-168.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +0.9% |
| 7D | -1.6% | -1.3% | -0.2% | -1.0% |
| 30D | -2.0% | -0.2% | -1.9% | -2.0% |
| 3M | +3.6% | +14.9% | -11.3% | -3.1% |
| 6M | +11.5% | +40.0% | -28.5% | -4.9% |
| YTD | +10.4% | +42.0% | -31.6% | -6.8% |
| 1Y | +15.6% | +56.9% | -41.3% | -7.0% |
| 3Y | +58.9% | +289.9% | -231.0% | -17.1% |
| 5Y | +65.3% | +259.2% | -193.8% | -12.9% |
| All | +247.6% | +416.3% | -168.7% | +47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling