-98.7%
SQQQ vs DFNS
-99.9%
+1.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.3% |
| 7D | -4.2% | +0.8% | -4.9% | -4.2% |
| 30D | +2.4% | -73.2% | +75.7% | +2.5% |
| 3M | -5.7% | -72.4% | +66.8% | -5.8% |
| 6M | -46.6% | -95.2% | +48.6% | -46.5% |
| YTD | -42.7% | -98.0% | +55.3% | -42.6% |
| 1Y | -52.6% | -98.3% | +45.7% | -52.5% |
| 3Y | -89.8% | -99.9% | +10.1% | -89.3% |
| 5Y | -94.7% | -99.9% | +5.2% | -95.0% |
| All | -98.7% | -99.9% | +1.1% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling