+179.2%
QQQ vs DFNS
-99.9%
+279.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +0.9% |
| 7D | -0.6% | -6.3% | +5.8% | -0.6% |
| 30D | -1.2% | -74.0% | +72.7% | -1.2% |
| 3M | -0.2% | -70.1% | +69.9% | -0.1% |
| 6M | +17.9% | -93.9% | +111.8% | +17.9% |
| YTD | +16.6% | -98.1% | +114.7% | +16.5% |
| 1Y | +23.0% | -98.3% | +121.3% | +22.9% |
| 3Y | +92.9% | -99.9% | +192.8% | +90.3% |
| 5Y | +95.6% | -99.9% | +195.5% | +99.7% |
| All | +179.2% | -99.9% | +279.1% | +193.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling