-24.0%
DPZ vs BIYA
-99.9%
+75.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.3% | +8.7% | +5.5% |
| 7D | +10.1% | -4.0% | +14.1% | +10.1% |
| 30D | +14.6% | -15.0% | +29.6% | +14.6% |
| 3M | -6.8% | -58.1% | +51.3% | -6.6% |
| 6M | +4.4% | -90.0% | +94.4% | +4.2% |
| YTD | -16.8% | -96.9% | +80.1% | -17.0% |
| 1Y | -14.5% | -98.2% | +83.8% | -14.4% |
| All | -24.0% | -99.9% | +75.9% | -21.9% |
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