-99.0%
DFNS vs QQQI
+57.7%
-156.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.5% |
| 7D | +4.6% | +0.8% | +3.8% | +4.2% |
| 30D | -73.9% | +0.2% | -74.0% | -73.7% |
| 3M | -71.7% | +2.3% | -74.0% | -71.7% |
| 6M | -94.6% | +11.6% | -106.2% | -94.7% |
| YTD | -98.1% | +11.3% | -109.4% | -98.1% |
| 1Y | -98.3% | +17.4% | -115.7% | -98.3% |
| All | -99.0% | +57.7% | -156.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling