-10.2%
DOW vs BNY
+278.2%
-288.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.4% | -1.1% | -1.3% | -1.7% |
| 30D | -4.1% | +1.4% | -5.5% | -5.3% |
| 3M | -12.4% | +16.8% | -29.2% | -21.8% |
| 6M | -10.6% | +42.0% | -52.6% | -30.6% |
| YTD | +31.1% | +41.9% | -10.8% | +1.1% |
| 1Y | +30.5% | +59.2% | -28.7% | -7.1% |
| 3Y | -34.4% | +290.9% | -325.3% | -75.4% |
| 5Y | -35.5% | +259.0% | -294.5% | -75.4% |
| All | -10.2% | +278.2% | -288.4% | -71.8% |
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