-99.5%
DFNS vs BIYA
-99.8%
+0.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.0% |
| 7D | -16.0% | +1.3% | -17.3% | -16.1% |
| 30D | -77.7% | -21.0% | -56.7% | -76.4% |
| 3M | -77.2% | -74.3% | -2.9% | -77.1% |
| 6M | -95.2% | -84.6% | -10.6% | -95.1% |
| YTD | -98.0% | -94.2% | -3.8% | -97.9% |
| 1Y | -98.3% | -98.2% | 0.0% | -98.2% |
| All | -99.5% | -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 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