+1,422.9%
RF vs BBY
+88,103.0%
-86,680.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.3% |
| 7D | +0.3% | +10.9% | -10.5% | -2.0% |
| 30D | +6.2% | +19.6% | -13.5% | +1.9% |
| 3M | -7.8% | +27.6% | -35.5% | -13.0% |
| 6M | +5.9% | +79.4% | -73.5% | -7.7% |
| YTD | +9.0% | +61.7% | -52.6% | -3.1% |
| 1Y | +19.3% | +40.3% | -21.0% | +9.2% |
| 3Y | +116.4% | +87.9% | +28.6% | +83.4% |
| 5Y | +46.0% | +0.2% | +45.9% | +39.3% |
| 10Y | +239.8% | +274.5% | -34.7% | +147.7% |
| All | +1,422.9% | +88,103.0% | -86,680.1% | +618.0% |
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