+1.3%
BBY vs DG
-37.9%
+39.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +2.9% |
| 7D | +0.6% | -6.5% | +7.1% | +1.5% |
| 30D | +9.4% | +4.2% | +5.2% | +8.8% |
| 3M | +19.3% | +9.5% | +9.8% | +17.9% |
| 6M | +47.9% | -13.1% | +61.1% | +49.0% |
| YTD | +39.6% | -4.8% | +44.4% | +39.4% |
| 1Y | +22.2% | +20.6% | +1.6% | +19.3% |
| 3Y | +45.0% | +4.9% | +40.0% | +37.8% |
| All | +1.3% | -37.9% | +39.2% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 5y: compounded portfolio wealth divided by compounded DG 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…
5y analysis · Full analysis span regression · 6 months rolling