-34.4%
DOW vs BBY
+38.5%
-72.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.4% | +0.7% | -3.1% | -2.7% |
| 30D | -4.1% | +5.8% | -9.9% | -6.2% |
| 3M | -12.4% | +18.0% | -30.4% | -18.1% |
| 6M | -10.6% | +39.8% | -50.5% | -23.1% |
| YTD | +31.1% | +35.4% | -4.3% | +14.2% |
| 1Y | +30.5% | +21.4% | +9.1% | +19.4% |
| All | -34.4% | +38.5% | -72.9% | -45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling