-93.2%
DFNS vs SYY
-7.1%
-86.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.9% | +13.6% | +12.7% |
| 7D | -13.0% | 0.0% | -13.0% | -12.9% |
| 30D | -56.9% | -2.2% | -54.6% | -55.9% |
| 3M | -93.2% | -8.0% | -85.2% | -93.6% |
| All | -93.2% | -7.1% | -86.1% | -93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 3mo: compounded portfolio wealth divided by compounded SYY 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…
3mo analysis · Full analysis span regression · Available span rolling