+112.7%
QCOM vs DFNS
-100.0%
+212.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.5% | +2.9% | -2.6% |
| 7D | +4.3% | -6.0% | +10.2% | +4.3% |
| 30D | -0.1% | -71.2% | +71.1% | +0.2% |
| 3M | +5.2% | -94.5% | +99.8% | +5.8% |
| 6M | -18.4% | -96.5% | +78.2% | -18.5% |
| YTD | +2.4% | -99.6% | +102.0% | +2.6% |
| 1Y | +0.9% | -99.7% | +100.6% | +1.1% |
| 3Y | +48.4% | -100.0% | +148.4% | +46.2% |
| 5Y | +16.6% | -100.0% | +116.5% | +21.6% |
| All | +112.7% | -100.0% | +212.7% | +133.4% |
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