+38.3%
DVN vs BIYA
-99.8%
+138.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.3% | +2.7% | -4.1% | -1.4% |
| 30D | +12.6% | -18.7% | +31.3% | +12.8% |
| 3M | +8.1% | -72.0% | +80.2% | +8.9% |
| 6M | +10.2% | -86.4% | +96.5% | +10.0% |
| YTD | +33.8% | -94.2% | +127.9% | +35.0% |
| 1Y | +43.9% | -98.4% | +142.3% | +50.8% |
| All | +38.3% | -99.8% | +138.1% | +48.2% |
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