-95.5%
SNDQ vs DFNS
-86.5%
-9.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.5% | +6.4% | +8.0% |
| 7D | -20.4% | -3.3% | -17.0% | -20.4% |
| 30D | -54.5% | -73.1% | +18.6% | -54.2% |
| 3M | -79.1% | -71.4% | -7.7% | -87.6% |
| All | -95.5% | -86.5% | -9.0% | -97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling