+3.2%
QCOM vs DFNS
-99.7%
+103.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +12.8% | -11.6% | +1.1% |
| 7D | +5.5% | -37.0% | +42.5% | +5.9% |
| 30D | -1.1% | -63.4% | +62.3% | -0.4% |
| 3M | +7.6% | -94.1% | +101.7% | +9.7% |
| 6M | -20.1% | -96.3% | +76.2% | -9.7% |
| YTD | +3.0% | -99.6% | +102.6% | +27.0% |
| 1Y | +3.2% | -99.7% | +103.0% | +28.0% |
| All | +3.2% | -99.7% | +103.0% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling