+95.0%
RF vs BBY
+42.8%
+52.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.2% | -1.1% |
| 7D | +1.3% | +9.5% | -8.2% | -1.7% |
| 30D | -3.6% | +6.8% | -10.4% | -5.9% |
| 3M | +8.1% | +28.9% | -20.8% | -1.2% |
| 6M | +11.5% | +37.8% | -26.3% | -1.3% |
| YTD | +15.6% | +38.7% | -23.2% | +1.7% |
| 1Y | +15.7% | +23.7% | -8.0% | +5.8% |
| All | +95.0% | +42.8% | +52.1% | +52.6% |
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