+19,123.0%
BBY vs ROP
+25,523.2%
-6,400.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.6% | +6.7% | +4.4% |
| 7D | +9.5% | -4.4% | +13.9% | +11.0% |
| 30D | +6.8% | +3.2% | +3.6% | +5.5% |
| 3M | +28.9% | +23.1% | +5.8% | +19.5% |
| 6M | +37.8% | +13.3% | +24.5% | +31.1% |
| YTD | +38.7% | -7.9% | +46.6% | +40.9% |
| 1Y | +23.7% | -22.1% | +45.7% | +32.7% |
| 3Y | +39.1% | -16.8% | +55.9% | +45.9% |
| 5Y | -0.4% | -13.5% | +13.1% | +3.3% |
| 10Y | +234.0% | +137.7% | +96.3% | +155.4% |
| All | +19,123.0% | +25,523.2% | -6,400.2% | +7,554.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling