+4,765.0%
BBY vs DAR
+1,499.7%
+3,265.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.5% |
| 7D | +4.5% | +11.6% | -7.1% | +3.5% |
| 30D | +16.8% | -10.2% | +27.0% | +17.7% |
| 3M | +23.2% | -14.8% | +38.0% | +24.6% |
| 6M | +91.9% | -10.1% | +102.0% | +93.0% |
| YTD | +61.6% | +55.5% | +6.1% | +55.0% |
| 1Y | +43.9% | +61.7% | -17.8% | +37.5% |
| 3Y | +88.6% | +37.2% | +51.5% | +81.2% |
| 5Y | -3.1% | -26.9% | +23.8% | -2.9% |
| 10Y | +290.2% | +314.4% | -24.3% | +244.2% |
| All | +4,765.0% | +1,499.7% | +3,265.2% | +3,248.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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