+19.7%
QCOM vs DFNS
-100.0%
+119.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +12.7% | -11.0% | +1.7% |
| 7D | +2.0% | -13.0% | +14.9% | +2.0% |
| 30D | +1.2% | -56.9% | +58.1% | +1.4% |
| 3M | +9.1% | -93.2% | +102.3% | +9.7% |
| 6M | -25.0% | -95.4% | +70.5% | -25.2% |
| YTD | +4.8% | -99.5% | +104.3% | +5.0% |
| 1Y | +3.6% | -99.6% | +103.2% | +3.8% |
| 3Y | +51.5% | -100.0% | +151.4% | +50.4% |
| 5Y | +19.7% | -100.0% | +119.7% | +35.9% |
| All | +19.7% | -100.0% | +119.7% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling