+9.6%
DRI vs BIYA
-99.8%
+109.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | -4.8% | +2.7% | -7.6% | -4.9% |
| 30D | -3.9% | -16.7% | +12.7% | -3.7% |
| 3M | +5.1% | -74.6% | +79.7% | +5.1% |
| 6M | +5.5% | -85.4% | +90.9% | +5.1% |
| YTD | +16.5% | -94.2% | +110.7% | +17.6% |
| 1Y | +2.0% | -98.6% | +100.6% | +5.1% |
| All | +9.6% | -99.8% | +109.4% | +13.8% |
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