+3,617.4%
DLR vs BBY
+315.2%
+3,302.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | +3.4% | +8.1% | -4.7% | +1.3% |
| 30D | -2.2% | +8.9% | -11.2% | -4.6% |
| 3M | +4.7% | +22.0% | -17.3% | -1.1% |
| 6M | +9.0% | +37.8% | -28.8% | -1.1% |
| YTD | +24.1% | +37.3% | -13.2% | +12.3% |
| 1Y | +20.9% | +21.6% | -0.6% | +12.5% |
| 3Y | +60.0% | +41.5% | +18.5% | +37.7% |
| 5Y | +35.3% | +1.2% | +34.1% | +23.9% |
| 10Y | +165.8% | +237.8% | -72.0% | +54.6% |
| All | +3,617.4% | +315.2% | +3,302.3% | +1,381.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling