-100.0%
DFNS vs BBY
+89.3%
-189.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.1% | -5.5% |
| 7D | -6.0% | +4.5% | -10.4% | -6.1% |
| 30D | -71.2% | +16.8% | -88.0% | -71.4% |
| 3M | -94.5% | +23.2% | -117.7% | -94.6% |
| 6M | -96.5% | +91.9% | -188.5% | -96.5% |
| YTD | -99.6% | +61.6% | -161.3% | -99.6% |
| 1Y | -99.7% | +43.9% | -143.6% | -99.7% |
| 3Y | -100.0% | +88.6% | -188.6% | -100.0% |
| All | -100.0% | +89.3% | -189.3% | -100.0% |
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 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