+152.5%
QQQM vs DFNS
-99.9%
+252.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.4% | -0.3% |
| 7D | +1.0% | +4.6% | -3.6% | +1.0% |
| 30D | -0.6% | -73.9% | +73.2% | -0.7% |
| 3M | +1.3% | -71.7% | +73.0% | +1.4% |
| 6M | +18.2% | -94.6% | +112.8% | +18.1% |
| YTD | +16.9% | -98.1% | +115.0% | +16.8% |
| 1Y | +24.0% | -98.3% | +122.3% | +24.0% |
| 3Y | +96.0% | -99.9% | +195.9% | +93.4% |
| 5Y | +95.2% | -99.9% | +195.1% | +98.0% |
| All | +152.5% | -99.9% | +252.4% | +159.1% |
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