-95.7%
SNDQ vs DFNS
-86.0%
-9.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | +0.6% | -24.4% | -23.8% |
| 7D | -30.8% | -16.0% | -14.8% | -30.8% |
| 30D | -51.7% | -77.7% | +26.0% | -51.4% |
| 3M | -78.0% | -77.2% | -0.8% | -87.2% |
| All | -95.7% | -86.0% | -9.7% | -97.8% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling