+50.6%
ROK vs BBY
+38.5%
+12.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -1.6% | +0.7% | -2.3% | -1.8% |
| 30D | -5.4% | +5.8% | -11.2% | -7.3% |
| 3M | -4.0% | +18.0% | -22.0% | -9.5% |
| 6M | +13.3% | +39.8% | -26.5% | -0.1% |
| YTD | +9.3% | +35.4% | -26.0% | -2.9% |
| 1Y | +25.8% | +21.4% | +4.4% | +16.0% |
| All | +50.6% | +38.5% | +12.1% | +27.6% |
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