-28.4%
JD vs BIYA
-99.9%
+71.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.5% |
| 7D | +7.9% | -7.8% | +15.7% | +7.9% |
| 30D | +4.8% | -38.5% | +43.3% | +5.0% |
| 3M | -13.9% | -59.5% | +45.6% | -13.7% |
| 6M | -5.8% | -89.2% | +83.4% | -5.7% |
| YTD | +2.4% | -97.1% | +99.5% | +3.4% |
| 1Y | -7.5% | -99.0% | +91.5% | -4.8% |
| All | -28.4% | -99.9% | +71.5% | -25.8% |
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