+134.0%
DOCN vs BIYA
-99.9%
+233.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | +19.1% | +9.0% | +10.1% | +19.0% |
| 30D | -21.0% | -12.9% | -8.1% | -20.9% |
| 3M | -34.7% | -54.7% | +19.9% | -34.5% |
| 6M | -45.8% | -85.1% | +39.3% | -46.0% |
| YTD | +79.4% | -96.9% | +176.3% | +82.2% |
| 1Y | +91.0% | -98.5% | +189.5% | +99.5% |
| All | +134.0% | -99.9% | +233.9% | +147.3% |
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