+60.3%
ON vs BIYA
-99.8%
+160.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | -4.7% | -1.3% | -3.4% | -4.7% |
| 30D | -13.5% | -15.9% | +2.4% | -13.3% |
| 3M | -36.3% | -81.2% | +44.9% | -36.8% |
| 6M | +17.8% | -88.2% | +106.0% | +17.1% |
| YTD | +29.6% | -94.1% | +123.7% | +29.3% |
| 1Y | +45.8% | -98.7% | +144.4% | +53.8% |
| All | +60.3% | -99.8% | +160.0% | +74.2% |
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 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