-10.4%
DOW vs BBY
+71.3%
-81.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.9% |
| 7D | -2.9% | +8.1% | -11.0% | -6.2% |
| 30D | +2.0% | +8.9% | -7.0% | -2.1% |
| 3M | -12.5% | +22.0% | -34.6% | -20.7% |
| 6M | -9.2% | +37.8% | -47.0% | -23.7% |
| YTD | +30.8% | +37.3% | -6.5% | +9.7% |
| 1Y | +29.4% | +21.6% | +7.8% | +14.9% |
| 3Y | -34.6% | +41.5% | -76.1% | -48.4% |
| 5Y | -35.9% | +1.2% | -37.2% | -43.9% |
| All | -10.4% | +71.3% | -81.7% | -48.9% |
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