+405.4%
TQQQ vs DFNS
-99.9%
+505.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -0.8% |
| 7D | +2.8% | +4.6% | -1.8% | +2.8% |
| 30D | -3.0% | -73.9% | +70.8% | -3.1% |
| 3M | -2.7% | -71.7% | +69.0% | -2.5% |
| 6M | +45.4% | -94.6% | +140.0% | +45.3% |
| YTD | +36.3% | -98.1% | +134.3% | +35.8% |
| 1Y | +53.4% | -98.3% | +151.7% | +53.0% |
| 3Y | +265.6% | -99.9% | +365.5% | +251.0% |
| 5Y | +101.7% | -99.9% | +201.6% | +115.2% |
| All | +405.4% | -99.9% | +505.3% | +487.8% |
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