-99.0%
DFNS vs QQQI
+57.7%
-156.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -3.1% |
| 7D | -6.3% | -0.3% | -6.0% | -6.2% |
| 30D | -74.0% | -0.3% | -73.7% | -73.8% |
| 3M | -70.1% | +1.3% | -71.5% | -70.0% |
| 6M | -93.9% | +11.5% | -105.4% | -94.0% |
| YTD | -98.1% | +11.3% | -109.4% | -98.1% |
| 1Y | -98.3% | +16.9% | -115.2% | -98.3% |
| All | -99.0% | +57.7% | -156.6% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQI.
Daily Out/Under-Performance
Portfolio return minus QQQI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQI 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 QQQI 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