+114.0%
QCOM vs DFNS
-100.0%
+214.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +12.8% | -11.6% | +1.2% |
| 7D | +5.5% | -37.0% | +42.5% | +5.6% |
| 30D | -1.1% | -63.4% | +62.3% | -0.9% |
| 3M | +7.6% | -94.1% | +101.7% | +8.2% |
| 6M | -20.1% | -96.3% | +76.2% | -20.2% |
| YTD | +3.0% | -99.6% | +102.6% | +3.2% |
| 1Y | +3.2% | -99.7% | +103.0% | +3.4% |
| 3Y | +48.9% | -100.0% | +148.8% | +46.7% |
| 5Y | +21.1% | -100.0% | +121.0% | +26.3% |
| All | +114.0% | -100.0% | +214.0% | +134.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 10y: compounded portfolio wealth divided by compounded DFNS 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…
10y analysis · Full analysis span regression · 6 months rolling