+72.2%
BBY vs COMP
+353.8%
-281.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.7% | -10.5% | -1.3% |
| 7D | +4.2% | +13.4% | -9.3% | +2.3% |
| 30D | +17.8% | +11.1% | +6.7% | +16.0% |
| 3M | +25.8% | -18.8% | +44.7% | +28.7% |
| 6M | +73.8% | +10.5% | +63.3% | +70.3% |
| YTD | +54.7% | -3.4% | +58.1% | +52.4% |
| 1Y | +33.4% | +19.7% | +13.7% | +27.4% |
| 3Y | +72.2% | +381.6% | -309.4% | +22.0% |
| All | +72.2% | +353.8% | -281.6% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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