+37.3%
BBY vs DG
-13.1%
+50.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.3% |
| 7D | +1.2% | -4.8% | +6.0% | +3.4% |
| 30D | +6.8% | +1.8% | +5.0% | +5.8% |
| 3M | +18.7% | +14.5% | +4.3% | +9.9% |
| 6M | +37.3% | -13.6% | +50.8% | +29.6% |
| All | +37.3% | -13.1% | +50.4% | +29.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling