+266.3%
BBY vs RNG
+305.9%
-39.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | +1.2% | -4.1% | +5.2% | +1.9% |
| 30D | +6.8% | +8.6% | -1.8% | +5.0% |
| 3M | +18.7% | +78.0% | -59.2% | +5.4% |
| 6M | +37.3% | +67.0% | -29.7% | +22.0% |
| YTD | +35.3% | +142.4% | -107.1% | +9.7% |
| 1Y | +20.7% | +120.4% | -99.8% | -0.6% |
| 3Y | +39.4% | +122.1% | -82.7% | +11.1% |
| 5Y | -1.5% | -69.8% | +68.4% | +3.0% |
| 10Y | +239.8% | +223.4% | +16.4% | +130.5% |
| All | +266.3% | +305.9% | -39.5% | +134.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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