-99.9%
DFNS vs BBY
-1.6%
-98.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.5% | +1.5% |
| 7D | -3.3% | +0.7% | -4.0% | -3.4% |
| 30D | -73.1% | +5.8% | -78.9% | -73.2% |
| 3M | -71.4% | +18.0% | -89.4% | -71.3% |
| 6M | -93.8% | +39.8% | -133.7% | -93.8% |
| YTD | -98.0% | +35.4% | -133.4% | -98.0% |
| 1Y | -98.2% | +21.4% | -119.6% | -98.2% |
| 3Y | -99.9% | +39.5% | -139.4% | -99.9% |
| 5Y | -99.9% | -0.5% | -99.4% | -99.9% |
| All | -99.9% | -1.6% | -98.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling