+460.0%
DELL vs BIYA
-99.8%
+559.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +25.6% | +2.7% | +22.9% | +25.6% |
| 30D | +17.7% | -18.7% | +36.4% | +17.9% |
| 3M | +33.4% | -72.0% | +105.5% | +32.5% |
| 6M | +266.2% | -86.4% | +352.6% | +257.8% |
| YTD | +328.0% | -94.2% | +422.2% | +327.6% |
| 1Y | +339.6% | -98.4% | +438.0% | +370.1% |
| All | +460.0% | -99.8% | +559.7% | +536.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling