-99.9%
DFNS vs BBY
+22.4%
-122.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.1% | -5.6% | -2.6% |
| 7D | -6.3% | +0.6% | -6.9% | -6.4% |
| 30D | -74.0% | +9.4% | -83.4% | -74.1% |
| 3M | -70.1% | +19.3% | -89.5% | -70.1% |
| 6M | -93.9% | +47.9% | -141.8% | -93.9% |
| YTD | -98.1% | +39.6% | -137.7% | -98.1% |
| 1Y | -98.3% | +22.2% | -120.5% | -98.3% |
| 3Y | -99.9% | +45.0% | -144.9% | -99.9% |
| 5Y | -99.9% | +2.6% | -102.4% | -99.9% |
| All | -99.9% | +22.4% | -122.3% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling