-50.6%
SQQQ vs DFNS
-98.2%
+47.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | 0.0% | -2.6% |
| 7D | +1.8% | -6.3% | +8.2% | +1.7% |
| 30D | +4.2% | -74.0% | +78.1% | +2.1% |
| 3M | -3.3% | -70.1% | +66.9% | -10.3% |
| 6M | -43.6% | -93.9% | +50.3% | -55.0% |
| YTD | -41.9% | -98.1% | +56.2% | -58.2% |
| 1Y | -50.6% | -98.3% | +47.7% | -62.5% |
| All | -50.6% | -98.2% | +47.6% | -62.5% |
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 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