+246.5%
BBY vs RRC
+4.9%
+241.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.3% |
| 7D | +0.6% | -1.8% | +2.4% | +0.8% |
| 30D | +9.4% | +2.7% | +6.7% | +9.0% |
| 3M | +19.3% | +8.8% | +10.5% | +17.7% |
| 6M | +47.9% | -1.2% | +49.1% | +47.6% |
| YTD | +39.6% | +17.6% | +22.0% | +35.3% |
| 1Y | +22.2% | +18.4% | +3.8% | +18.1% |
| 3Y | +45.0% | +33.1% | +11.9% | +36.2% |
| 5Y | +2.6% | +148.2% | -145.6% | -14.5% |
| All | +246.5% | +4.9% | +241.7% | +140.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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