-12.1%
DOW vs BBY
+74.1%
-86.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.1% | -3.4% |
| 7D | -1.4% | +0.6% | -2.0% | -1.7% |
| 30D | -3.9% | +9.4% | -13.3% | -8.0% |
| 3M | -12.7% | +19.3% | -32.0% | -20.0% |
| 6M | -13.7% | +47.9% | -61.6% | -29.8% |
| YTD | +28.4% | +39.6% | -11.2% | +6.9% |
| 1Y | +21.8% | +22.2% | -0.4% | +7.8% |
| 3Y | -35.7% | +45.0% | -80.7% | -49.9% |
| 5Y | -36.8% | +2.6% | -39.4% | -44.9% |
| All | -12.1% | +74.1% | -86.2% | -50.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling