+96.5%
DOCN vs BIYA
-99.9%
+196.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.5% |
| 7D | -19.2% | -10.5% | -8.7% | -19.1% |
| 30D | -43.1% | -51.7% | +8.7% | -42.9% |
| 3M | -40.7% | -60.8% | +20.1% | -40.4% |
| 6M | -55.0% | -90.6% | +35.6% | -54.9% |
| YTD | +50.6% | -97.1% | +147.8% | +53.1% |
| 1Y | +54.0% | -99.1% | +153.0% | +63.2% |
| All | +96.5% | -99.9% | +196.4% | +107.8% |
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 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