-10.1%
DT vs BIYA
-99.9%
+89.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +3.1% | +9.0% | -5.9% | +3.1% |
| 30D | -29.5% | -12.9% | -16.6% | -29.5% |
| 3M | -11.7% | -54.7% | +43.0% | -11.3% |
| 6M | +29.0% | -85.1% | +114.1% | +28.1% |
| YTD | +3.4% | -96.9% | +100.2% | +3.4% |
| 1Y | -4.2% | -98.5% | +94.3% | -3.1% |
| All | -10.1% | -99.9% | +89.8% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling