-100.0%
DFNS vs NDAQ
+117.7%
-217.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.6% |
| 7D | -6.0% | +1.3% | -7.2% | -5.3% |
| 30D | -71.2% | +18.0% | -89.1% | -67.5% |
| 3M | -94.5% | +11.5% | -106.1% | -94.1% |
| 6M | -96.5% | +21.1% | -117.6% | -96.0% |
| YTD | -99.6% | +12.8% | -112.4% | -99.7% |
| 1Y | -99.7% | +25.7% | -125.4% | -99.6% |
| 3Y | -100.0% | +116.8% | -216.8% | -99.9% |
| All | -100.0% | +117.7% | -217.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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