+246.5%
BBY vs DTE
+137.8%
+108.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.7% |
| 7D | +0.6% | -2.6% | +3.2% | +1.9% |
| 30D | +9.4% | -4.4% | +13.8% | +11.8% |
| 3M | +19.3% | -8.3% | +27.7% | +24.4% |
| 6M | +47.9% | -8.1% | +56.0% | +53.5% |
| YTD | +39.6% | +4.4% | +35.1% | +35.5% |
| 1Y | +22.2% | +0.2% | +22.0% | +21.0% |
| 3Y | +45.0% | +42.6% | +2.4% | +17.5% |
| 5Y | +2.6% | +31.5% | -28.9% | -14.5% |
| All | +246.5% | +137.8% | +108.7% | +131.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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