+30.6%
DLR vs BIYA
-99.8%
+130.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +3.4% | +2.7% | +0.7% | +3.4% |
| 30D | -2.2% | -18.7% | +16.5% | -2.5% |
| 3M | +4.7% | -72.0% | +76.8% | +5.7% |
| 6M | +9.0% | -86.4% | +95.4% | +10.5% |
| YTD | +24.1% | -94.2% | +118.3% | +26.9% |
| 1Y | +20.9% | -98.4% | +119.4% | +25.3% |
| All | +30.6% | -99.8% | +130.3% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling