-99.6%
DFNS vs BBY
+33.0%
-132.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +8.0% | -26.3% | -22.4% |
| 7D | -27.7% | +4.5% | -32.2% | -30.1% |
| 30D | -58.0% | +16.0% | -74.0% | -62.2% |
| 3M | -94.0% | +18.6% | -112.6% | -94.8% |
| 6M | -94.6% | +80.1% | -174.6% | -96.3% |
| YTD | -99.4% | +57.4% | -156.9% | -99.6% |
| 1Y | -99.6% | +34.5% | -134.2% | -99.7% |
| All | -99.6% | +33.0% | -132.6% | -99.7% |
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