+1.6%
DT vs BIYA
-99.8%
+101.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.6% |
| 7D | -0.5% | +2.7% | -3.3% | -0.6% |
| 30D | +0.1% | -16.7% | +16.7% | +0.2% |
| 3M | +24.1% | -74.6% | +98.7% | +24.0% |
| 6M | +30.1% | -85.4% | +115.5% | +28.4% |
| YTD | +16.8% | -94.2% | +110.9% | +16.4% |
| 1Y | -0.1% | -98.6% | +98.5% | +2.5% |
| All | +1.6% | -99.8% | +101.3% | +6.4% |
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