-99.9%
DFNS vs BBY
+20.4%
-120.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.8% |
| 7D | +0.8% | +8.1% | -7.3% | +0.6% |
| 30D | -73.2% | +8.9% | -82.2% | -73.4% |
| 3M | -72.4% | +22.0% | -94.5% | -72.4% |
| 6M | -95.2% | +37.8% | -133.0% | -95.2% |
| YTD | -98.0% | +37.3% | -135.3% | -98.0% |
| 1Y | -98.3% | +21.6% | -119.8% | -98.3% |
| 3Y | -99.9% | +41.5% | -141.4% | -99.9% |
| 5Y | -99.9% | +1.2% | -101.1% | -99.9% |
| All | -99.9% | +20.4% | -120.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling