+29.8%
DLR vs BIYA
-99.8%
+129.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.3% |
| 7D | +1.6% | +1.3% | +0.2% | +1.6% |
| 30D | -3.4% | -21.0% | +17.6% | -3.6% |
| 3M | +0.5% | -74.3% | +74.8% | +1.4% |
| 6M | +4.6% | -84.6% | +89.2% | +5.8% |
| YTD | +23.4% | -94.2% | +117.6% | +26.2% |
| 1Y | +19.0% | -98.2% | +117.3% | +23.2% |
| All | +29.8% | -99.8% | +129.6% | +34.4% |
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