-99.8%
BIYA vs DTE
+3.7%
-103.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | -0.6% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | -16.7% | -0.5% | -16.1% | -16.7% |
| 3M | -74.6% | -6.0% | -68.6% | -75.7% |
| 6M | -85.4% | -7.2% | -78.2% | -85.7% |
| YTD | -94.2% | +7.2% | -101.3% | -94.8% |
| 1Y | -98.6% | +4.1% | -102.6% | -98.7% |
| All | -99.8% | +3.7% | -103.5% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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