+46.0%
DGX vs BIYA
-98.4%
+144.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.3% | +6.7% | +3.5% |
| 7D | +4.1% | -4.0% | +8.1% | +4.1% |
| 30D | +10.5% | -15.0% | +25.5% | +10.5% |
| 3M | +9.8% | -58.1% | +67.9% | +9.9% |
| 6M | +34.6% | -90.0% | +124.6% | +34.5% |
| YTD | +49.8% | -96.9% | +146.7% | +49.1% |
| 1Y | +46.0% | -98.2% | +144.2% | +44.8% |
| All | +46.0% | -98.4% | +144.4% | +44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling