+108.1%
QCOM vs DFNS
-99.9%
+208.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | +3.3% | -16.0% | +19.3% | +3.4% |
| 30D | +7.7% | -77.7% | +85.4% | +8.0% |
| 3M | -30.1% | -77.2% | +47.1% | -30.4% |
| 6M | +22.8% | -95.2% | +118.0% | +22.5% |
| YTD | +0.2% | -98.0% | +98.2% | 0.0% |
| 1Y | +7.9% | -98.3% | +106.1% | +7.7% |
| 3Y | +55.8% | -99.9% | +155.7% | +53.0% |
| 5Y | +30.1% | -99.9% | +129.9% | +35.7% |
| All | +108.1% | -99.9% | +208.0% | +127.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling