+1,514.2%
RF vs BBY
+75,590.7%
-74,076.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.2% | -0.8% |
| 7D | +1.3% | +9.5% | -8.2% | -0.7% |
| 30D | -3.6% | +6.8% | -10.4% | -5.1% |
| 3M | +8.1% | +28.9% | -20.8% | +2.0% |
| 6M | +11.5% | +37.8% | -26.3% | +3.0% |
| YTD | +15.6% | +38.7% | -23.2% | +6.5% |
| 1Y | +15.7% | +23.7% | -8.0% | +9.0% |
| 3Y | +86.9% | +39.1% | +47.8% | +69.5% |
| 5Y | +89.8% | -0.4% | +90.2% | +82.1% |
| 10Y | +344.7% | +234.0% | +110.7% | +233.7% |
| All | +1,514.2% | +75,590.7% | -74,076.5% | +688.9% |
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