+246.5%
BBY vs ROP
+135.6%
+110.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +0.6% | -4.6% | +5.2% | +3.4% |
| 30D | +9.4% | -1.7% | +11.1% | +10.1% |
| 3M | +19.3% | +17.1% | +2.3% | +6.9% |
| 6M | +47.9% | +10.9% | +37.1% | +36.3% |
| YTD | +39.6% | -12.1% | +51.7% | +47.9% |
| 1Y | +22.2% | -24.2% | +46.4% | +42.2% |
| 3Y | +45.0% | -20.4% | +65.3% | +61.7% |
| 5Y | +2.6% | -15.4% | +18.0% | +8.8% |
| All | +246.5% | +135.6% | +110.9% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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