+291.3%
IR vs BBY
+145.0%
+146.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +0.1% |
| 7D | -2.8% | +9.5% | -12.3% | -6.1% |
| 30D | -15.1% | +6.8% | -22.0% | -17.4% |
| 3M | +6.1% | +28.9% | -22.8% | -3.8% |
| 6M | -16.8% | +37.8% | -54.6% | -27.2% |
| YTD | -3.5% | +38.7% | -42.3% | -16.1% |
| 1Y | -3.5% | +23.7% | -27.2% | -12.7% |
| 3Y | +9.5% | +39.1% | -29.6% | -9.0% |
| 5Y | +45.1% | -0.4% | +45.5% | +31.6% |
| All | +291.3% | +145.0% | +146.3% | +182.0% |
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