-23.7%
DPZ vs BIYA
-99.9%
+76.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +2.2% | +9.0% | -6.8% | +2.2% |
| 30D | +15.5% | -12.9% | +28.4% | +15.5% |
| 3M | -2.0% | -54.7% | +52.7% | -1.9% |
| 6M | +12.1% | -85.1% | +97.2% | +11.7% |
| YTD | -16.6% | -96.9% | +80.3% | -16.7% |
| 1Y | -14.6% | -98.5% | +83.9% | -14.1% |
| All | -23.7% | -99.9% | +76.1% | -21.6% |
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