+4.2%
DT vs BIYA
-99.8%
+103.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.6% |
| 7D | -3.3% | +1.3% | -4.6% | -3.3% |
| 30D | +2.0% | -21.0% | +23.0% | +2.3% |
| 3M | +20.0% | -74.3% | +94.3% | +19.9% |
| 6M | +39.3% | -84.6% | +123.9% | +37.4% |
| YTD | +19.8% | -94.2% | +113.9% | +19.4% |
| 1Y | +4.3% | -98.2% | +102.5% | +6.3% |
| All | +4.2% | -99.8% | +103.9% | +9.1% |
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