+40.6%
BBY vs DD
+41.5%
-0.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.3% |
| 7D | +0.7% | -2.9% | +3.6% | +2.1% |
| 30D | +5.8% | -11.5% | +17.3% | +12.2% |
| 3M | +18.0% | -5.4% | +23.4% | +20.8% |
| 6M | +39.8% | -6.9% | +46.8% | +42.4% |
| YTD | +35.4% | +6.9% | +28.5% | +26.2% |
| 1Y | +21.4% | +35.6% | -14.2% | -2.6% |
| All | +40.6% | +41.5% | -0.8% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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