-37.1%
DOW vs BNY
+256.6%
-293.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -1.4% | -1.3% | -0.1% | -0.7% |
| 30D | -3.9% | -0.2% | -3.8% | -4.0% |
| 3M | -12.7% | +14.9% | -27.6% | -19.4% |
| 6M | -13.7% | +40.0% | -53.7% | -28.9% |
| YTD | +28.4% | +42.0% | -13.6% | +4.3% |
| 1Y | +21.8% | +56.9% | -35.1% | -6.7% |
| 3Y | -35.7% | +289.9% | -325.6% | -70.3% |
| All | -37.1% | +256.6% | -293.7% | -72.4% |
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 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