+40.0%
DVN vs BIYA
-99.8%
+139.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | -0.1% | +2.7% | -2.8% | -0.1% |
| 30D | +8.0% | -16.7% | +24.6% | +8.2% |
| 3M | +11.9% | -74.6% | +86.6% | +12.9% |
| 6M | +10.6% | -85.4% | +96.0% | +10.3% |
| YTD | +35.4% | -94.2% | +129.6% | +36.6% |
| 1Y | +46.5% | -98.6% | +145.0% | +54.1% |
| All | +40.0% | -99.8% | +139.8% | +50.0% |
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