-22.2%
ON vs BNY
+287.0%
-309.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | 0.0% | +8.5% | +8.5% |
| 7D | +2.4% | -1.3% | +3.7% | +3.6% |
| 30D | -8.6% | -0.2% | -8.5% | -8.5% |
| 3M | -34.3% | +14.9% | -49.3% | -41.8% |
| 6M | +28.5% | +40.0% | -11.5% | -2.9% |
| YTD | +40.6% | +42.0% | -1.4% | +3.7% |
| 1Y | +55.3% | +56.9% | -1.5% | +4.7% |
| 3Y | -22.2% | +289.9% | -312.1% | -71.3% |
| All | -22.2% | +287.0% | -309.2% | -71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling