+461.4%
DELL vs BIYA
-99.8%
+561.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +8.7% | +2.7% | +6.0% | +8.7% |
| 30D | +16.9% | -16.7% | +33.6% | +17.1% |
| 3M | +40.4% | -74.6% | +115.1% | +40.0% |
| 6M | +267.1% | -85.4% | +352.5% | +257.6% |
| YTD | +329.1% | -94.2% | +423.3% | +328.7% |
| 1Y | +346.9% | -98.6% | +445.5% | +381.6% |
| All | +461.4% | -99.8% | +561.2% | +538.5% |
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