+165.8%
QQQ vs DFNS
-100.0%
+265.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | -1.2% |
| 7D | +3.6% | -6.0% | +9.6% | +3.6% |
| 30D | -6.7% | -71.2% | +64.5% | -6.7% |
| 3M | -7.0% | -94.5% | +87.5% | -7.1% |
| 6M | -4.7% | -96.5% | +91.9% | -4.6% |
| YTD | +11.1% | -99.6% | +110.7% | +10.9% |
| 1Y | +12.3% | -99.7% | +112.0% | +12.2% |
| 3Y | +83.3% | -100.0% | +183.3% | +80.8% |
| 5Y | +77.5% | -100.0% | +177.5% | +81.0% |
| All | +165.8% | -100.0% | +265.8% | +179.2% |
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