-99.8%
BIYA vs DVA
+24.1%
-123.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.7% |
| 7D | +1.3% | +1.8% | -0.5% | +1.4% |
| 30D | -21.0% | -2.5% | -18.5% | -21.1% |
| 3M | -74.3% | -4.3% | -70.1% | -73.7% |
| 6M | -84.6% | +18.9% | -103.5% | -83.6% |
| YTD | -94.2% | +61.9% | -156.1% | -93.2% |
| 1Y | -98.2% | +35.7% | -134.0% | -98.1% |
| All | -99.8% | +24.1% | -123.9% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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