+27.2%
DIA vs BIYA
-99.9%
+127.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.2% | -0.3% |
| 7D | +0.9% | -4.1% | +5.0% | +0.9% |
| 30D | +1.1% | -35.5% | +36.6% | +1.1% |
| 3M | -2.9% | -56.3% | +53.4% | -2.9% |
| 6M | +5.9% | -88.7% | +94.5% | +5.7% |
| YTD | +9.8% | -97.0% | +106.7% | +10.1% |
| 1Y | +11.7% | -98.7% | +110.4% | +12.5% |
| All | +27.2% | -99.9% | +127.1% | +29.0% |
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