+1.3%
BBY vs OMC
+30.5%
-29.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.6% | +3.3% |
| 7D | +0.6% | -4.4% | +5.0% | +2.4% |
| 30D | +9.4% | -7.6% | +17.0% | +12.7% |
| 3M | +19.3% | +4.5% | +14.8% | +15.9% |
| 6M | +47.9% | -0.3% | +48.2% | +46.2% |
| YTD | +39.6% | -0.1% | +39.7% | +36.5% |
| 1Y | +22.2% | +4.6% | +17.5% | +15.6% |
| 3Y | +45.0% | +10.5% | +34.5% | +28.7% |
| All | +1.3% | +30.5% | -29.2% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling