+85.8%
DLTR vs BIYA
-99.8%
+185.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | -5.8% | +2.7% | -8.6% | -5.8% |
| 30D | -5.2% | -18.7% | +13.5% | -5.1% |
| 3M | +15.2% | -72.0% | +87.2% | +15.1% |
| 6M | +7.1% | -86.4% | +93.5% | +6.9% |
| YTD | +0.8% | -94.2% | +95.0% | +2.8% |
| 1Y | +24.8% | -98.4% | +123.2% | +32.7% |
| All | +85.8% | -99.8% | +185.6% | +107.9% |
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