+47.1%
QCOM vs DFNS
-100.0%
+147.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.0% | +6.6% | +3.7% |
| 7D | +5.8% | -42.8% | +48.6% | +5.9% |
| 30D | -2.3% | -67.6% | +65.3% | -2.1% |
| 3M | +2.7% | -94.9% | +97.6% | +3.3% |
| 6M | -21.0% | -96.7% | +75.7% | -21.1% |
| YTD | +1.8% | -99.6% | +101.4% | +2.0% |
| 1Y | +2.4% | -99.7% | +102.2% | +2.7% |
| All | +47.1% | -100.0% | +147.1% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling