-99.6%
DFNS vs BIYA
-99.8%
+0.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.5% |
| 7D | +4.6% | +2.7% | +1.9% | +4.1% |
| 30D | -73.9% | -16.7% | -57.2% | -72.8% |
| 3M | -71.7% | -74.6% | +2.9% | -71.6% |
| 6M | -94.6% | -85.4% | -9.2% | -94.5% |
| YTD | -98.1% | -94.2% | -3.9% | -98.0% |
| 1Y | -98.3% | -98.6% | +0.3% | -98.3% |
| All | -99.6% | -99.8% | +0.2% | -99.5% |
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 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