+17.2%
O vs BBY
-1.6%
+18.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -3.5% | +0.7% | -4.2% | -3.6% |
| 30D | -3.3% | +5.8% | -9.1% | -4.1% |
| 3M | -2.8% | +18.0% | -20.9% | -5.0% |
| 6M | -5.8% | +39.8% | -45.6% | -10.1% |
| YTD | +9.4% | +35.4% | -26.0% | +4.6% |
| 1Y | +5.7% | +21.4% | -15.7% | +2.3% |
| 3Y | +27.2% | +39.5% | -12.3% | +17.0% |
| 5Y | +17.2% | -0.5% | +17.7% | +9.5% |
| All | +17.2% | -1.6% | +18.8% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling