+246.5%
BBY vs OMC
+34.2%
+212.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.6% | +3.3% |
| 7D | +0.6% | -4.4% | +5.0% | +2.6% |
| 30D | +9.4% | -7.6% | +17.0% | +13.0% |
| 3M | +19.3% | +4.5% | +14.8% | +15.8% |
| 6M | +47.9% | -0.3% | +48.2% | +46.0% |
| YTD | +39.6% | -0.1% | +39.7% | +35.8% |
| 1Y | +22.2% | +4.6% | +17.5% | +15.2% |
| 3Y | +45.0% | +10.5% | +34.5% | +30.5% |
| 5Y | +2.6% | +31.7% | -29.1% | -17.4% |
| All | +246.5% | +34.2% | +212.3% | +167.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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