-99.0%
DFNS vs Q
+75.3%
-174.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -1.2% |
| 7D | +0.8% | +6.7% | -6.0% | -0.3% |
| 30D | -73.2% | -10.6% | -62.6% | -72.7% |
| 3M | -72.4% | -14.6% | -57.8% | -71.4% |
| 6M | -95.2% | +12.1% | -107.3% | -95.6% |
| YTD | -98.0% | +51.3% | -149.2% | -98.5% |
| All | -99.0% | +75.3% | -174.3% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling