+236.2%
BBY vs COO
+17.5%
+218.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -14.7% | +14.7% | +6.8% |
| 7D | +0.7% | -23.3% | +24.0% | +12.9% |
| 30D | +5.8% | -29.5% | +35.3% | +23.5% |
| 3M | +18.0% | -20.0% | +38.0% | +29.4% |
| 6M | +39.8% | -27.2% | +67.0% | +59.7% |
| YTD | +35.4% | -33.9% | +69.3% | +61.7% |
| 1Y | +21.4% | -19.9% | +41.3% | +31.6% |
| 3Y | +39.5% | -38.1% | +77.6% | +66.8% |
| 5Y | -0.5% | -52.0% | +51.5% | +30.8% |
| All | +236.2% | +17.5% | +218.7% | +208.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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