+180.6%
QQQ vs DFNS
-99.9%
+280.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | +1.5% | +0.8% | +0.7% | +1.5% |
| 30D | -0.6% | -73.2% | +72.6% | -0.7% |
| 3M | +0.4% | -72.4% | +72.9% | +0.5% |
| 6M | +20.1% | -95.2% | +115.3% | +20.0% |
| YTD | +17.2% | -98.0% | +115.2% | +17.1% |
| 1Y | +24.7% | -98.3% | +123.0% | +24.6% |
| 3Y | +96.2% | -99.9% | +196.0% | +93.4% |
| 5Y | +94.4% | -99.9% | +194.3% | +98.4% |
| All | +180.6% | -99.9% | +280.4% | +194.7% |
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