+25.1%
RF vs BBY
+33.0%
-7.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.0% | -6.5% | 0.0% |
| 7D | +2.3% | +4.5% | -2.3% | +1.4% |
| 30D | +7.2% | +16.0% | -8.7% | +4.2% |
| 3M | -8.2% | +18.6% | -26.8% | -11.3% |
| 6M | +7.0% | +80.1% | -73.0% | -5.7% |
| YTD | +10.3% | +57.4% | -47.1% | +0.8% |
| 1Y | +25.1% | +34.5% | -9.4% | +21.9% |
| All | +25.1% | +33.0% | -7.9% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling