+261.9%
DELL vs BIYA
-99.9%
+361.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | 0.0% | -7.2% | -7.2% |
| 7D | +4.9% | +9.0% | -4.1% | +4.8% |
| 30D | -32.1% | -12.9% | -19.1% | -32.0% |
| 3M | -30.2% | -54.7% | +24.4% | -29.8% |
| 6M | +41.7% | -85.1% | +126.8% | +38.4% |
| YTD | +176.6% | -96.9% | +273.5% | +177.7% |
| 1Y | +159.9% | -98.5% | +258.5% | +170.4% |
| All | +261.9% | -99.9% | +361.7% | +313.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling