+296.9%
BBY vs DOC
+21.1%
+275.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.8% | +4.9% | +5.9% |
| 7D | +10.5% | +5.9% | +4.7% | +8.0% |
| 30D | +22.1% | +10.3% | +11.9% | +17.3% |
| 3M | +31.0% | -2.2% | +33.2% | +32.2% |
| 6M | +83.2% | +8.2% | +75.0% | +76.7% |
| YTD | +65.1% | +35.4% | +29.7% | +43.1% |
| 1Y | +41.6% | +23.6% | +18.0% | +27.7% |
| 3Y | +95.6% | +57.3% | +38.3% | +56.9% |
| 5Y | +1.0% | -19.6% | +20.6% | +6.7% |
| 10Y | +296.9% | +20.8% | +276.1% | +258.8% |
| All | +296.9% | +21.1% | +275.8% | +258.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling