+100.3%
DAL vs BIYA
-99.9%
+200.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.4% | +3.9% | +5.3% |
| 7D | +10.0% | -7.8% | +17.8% | +10.1% |
| 30D | +12.0% | -38.5% | +50.6% | +12.2% |
| 3M | +0.8% | -59.5% | +60.3% | +1.0% |
| 6M | +26.2% | -89.2% | +115.4% | +26.0% |
| YTD | +33.7% | -97.1% | +130.8% | +35.4% |
| 1Y | +57.6% | -99.0% | +156.6% | +64.4% |
| All | +100.3% | -99.9% | +200.2% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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