-99.8%
BIYA vs COO
-20.6%
-79.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.2% | +5.8% | -0.4% |
| 7D | +2.7% | -9.0% | +11.7% | +2.8% |
| 30D | -16.7% | -16.8% | +0.2% | -16.5% |
| 3M | -74.6% | -7.5% | -67.1% | -74.5% |
| 6M | -85.4% | -16.3% | -69.1% | -84.6% |
| YTD | -94.2% | -22.5% | -71.6% | -93.7% |
| 1Y | -98.6% | -7.0% | -91.6% | -98.6% |
| All | -99.8% | -20.6% | -79.2% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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