-36.0%
SQQQ vs DFNS
-99.6%
+63.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -18.3% | +15.6% | -3.1% |
| 7D | +14.6% | -27.7% | +42.2% | +13.9% |
| 30D | +28.9% | -58.0% | +86.8% | +27.0% |
| 3M | +13.1% | -94.0% | +107.1% | +8.6% |
| 6M | -15.2% | -94.6% | +79.4% | -28.8% |
| YTD | -37.0% | -99.4% | +62.5% | -58.0% |
| 1Y | -36.0% | -99.6% | +63.7% | -59.7% |
| All | -36.0% | -99.6% | +63.7% | -59.7% |
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 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 · 6 months rolling