+44.6%
DLR vs BNY
+256.6%
-212.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +0.1% | -1.3% | +1.4% | +0.6% |
| 30D | -4.3% | -0.2% | -4.1% | -4.3% |
| 3M | +3.8% | +14.9% | -11.1% | -1.3% |
| 6M | +5.8% | +40.0% | -34.2% | -6.2% |
| YTD | +23.5% | +42.0% | -18.4% | +8.5% |
| 1Y | +11.1% | +56.9% | -45.8% | -6.0% |
| 3Y | +57.9% | +289.9% | -232.0% | -3.9% |
| All | +44.6% | +256.6% | -212.0% | -12.5% |
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 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