-100.0%
DFNS vs NDAQ
+166.6%
-266.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -2.6% |
| 7D | -42.8% | -0.1% | -42.7% | -42.8% |
| 30D | -67.6% | +15.9% | -83.4% | -65.8% |
| 3M | -94.9% | +15.1% | -110.0% | -94.6% |
| 6M | -96.7% | +22.9% | -119.6% | -96.5% |
| YTD | -99.6% | +12.8% | -112.5% | -99.6% |
| 1Y | -99.7% | +26.0% | -125.7% | -99.7% |
| 3Y | -100.0% | +119.7% | -219.7% | -100.0% |
| 5Y | -100.0% | +65.4% | -165.4% | -100.0% |
| All | -100.0% | +166.6% | -266.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling