+86.2%
DAL vs BIYA
-99.9%
+186.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.6% | +3.2% | -4.3% |
| 7D | +4.6% | -10.6% | +15.1% | +4.6% |
| 30D | +2.3% | -19.4% | +21.7% | +2.4% |
| 3M | -8.1% | -61.5% | +53.4% | -7.9% |
| 6M | +21.4% | -91.5% | +113.0% | +21.5% |
| YTD | +24.3% | -97.2% | +121.5% | +25.9% |
| 1Y | +47.4% | -98.4% | +145.8% | +50.1% |
| All | +86.2% | -99.9% | +186.1% | +98.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling