-15.2%
QCOM vs DFNS
-95.7%
+80.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -19.6% | +10.2% | -9.4% |
| 7D | -15.5% | -37.4% | +22.0% | -15.3% |
| 30D | -13.4% | -65.8% | +52.4% | -13.1% |
| 3M | 0.0% | -95.0% | +95.1% | +0.8% |
| 6M | -15.2% | -95.8% | +80.6% | -3.0% |
| All | -15.2% | -95.7% | +80.5% | -3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling