+272.3%
BBY vs DG
+577.8%
-305.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | +0.2% |
| 7D | +8.1% | -2.5% | +10.6% | +8.9% |
| 30D | +8.9% | +1.0% | +7.9% | +8.5% |
| 3M | +22.0% | +20.3% | +1.7% | +15.0% |
| 6M | +37.8% | -11.7% | +49.6% | +42.1% |
| YTD | +37.3% | -2.3% | +39.6% | +37.1% |
| 1Y | +21.6% | +20.0% | +1.6% | +13.3% |
| 3Y | +41.5% | +7.2% | +34.3% | +25.6% |
| 5Y | +1.2% | -37.9% | +39.2% | +10.8% |
| 10Y | +237.8% | +107.3% | +130.5% | +121.4% |
| All | +272.3% | +577.8% | -305.5% | +61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling