+7.8%
BP vs BBY
+7.0%
+0.8%
-6.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-08-09 to 2026-09-09.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.2% | +1.6% |
| 7D | +4.0% | +1.2% | +2.8% | +4.1% |
| 30D | +7.8% | +6.8% | +1.0% | +8.5% |
| All | +7.8% | +7.0% | +0.8% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 2026-08-09 to 2026-09-09: compounded portfolio wealth divided by compounded BBY 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…
2026-08-09 to 2026-09-09 analysis · Full analysis span regression · Available span rolling