+43.6%
DVN vs BIYA
-99.8%
+143.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.4% |
| 7D | +4.5% | -1.8% | +6.3% | +4.5% |
| 30D | +12.0% | -17.5% | +29.4% | +12.2% |
| 3M | +13.4% | -78.0% | +91.4% | +14.9% |
| 6M | +12.1% | -89.5% | +101.6% | +12.7% |
| YTD | +38.8% | -94.3% | +133.1% | +40.1% |
| 1Y | +46.0% | -98.6% | +144.6% | +53.7% |
| All | +43.6% | -99.8% | +143.3% | +53.8% |
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