+99.6%
TQQQ vs DFNS
-99.9%
+199.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.8% | -3.3% |
| 7D | -3.9% | -3.3% | -0.6% | -3.9% |
| 30D | -5.3% | -73.1% | +67.8% | -5.3% |
| 3M | +0.1% | -71.4% | +71.5% | +0.3% |
| 6M | +40.7% | -93.8% | +134.5% | +40.5% |
| YTD | +31.8% | -98.0% | +129.8% | +31.4% |
| 1Y | +48.2% | -98.2% | +146.4% | +47.9% |
| 3Y | +253.6% | -99.9% | +353.5% | +243.5% |
| 5Y | +99.6% | -99.9% | +199.5% | +128.9% |
| All | +99.6% | -99.9% | +199.5% | +128.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling