+246.5%
BBY vs RSG
+428.9%
-182.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +2.7% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +9.4% | +4.0% | +5.4% | +7.1% |
| 3M | +19.3% | +7.4% | +12.0% | +14.4% |
| 6M | +47.9% | +0.1% | +47.8% | +46.8% |
| YTD | +39.6% | +6.0% | +33.5% | +33.7% |
| 1Y | +22.2% | -3.0% | +25.2% | +23.0% |
| 3Y | +45.0% | +56.5% | -11.5% | +4.3% |
| 5Y | +2.6% | +90.9% | -88.4% | -37.5% |
| All | +246.5% | +428.9% | -182.4% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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