-99.8%
BIYA vs RRC
+6.2%
-106.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.7% |
| 7D | -1.3% | -1.2% | -0.1% | -0.7% |
| 30D | -15.9% | +3.0% | -18.9% | -17.3% |
| 3M | -81.2% | +7.3% | -88.5% | -82.2% |
| 6M | -88.2% | +3.6% | -91.8% | -88.4% |
| YTD | -94.1% | +19.4% | -113.5% | -94.6% |
| 1Y | -98.7% | +21.4% | -120.1% | -98.7% |
| All | -99.8% | +6.2% | -106.0% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RRC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling