-95.2%
SNDQ vs DFNS
-86.9%
-8.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.5% | +9.4% | +6.8% |
| 7D | +11.6% | -6.3% | +18.0% | +11.6% |
| 30D | -45.1% | -74.0% | +28.9% | -44.7% |
| 3M | -68.6% | -70.1% | +1.5% | -81.4% |
| All | -95.2% | -86.9% | -8.3% | -97.5% |
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 · Available span rolling