-99.7%
DFNS vs Q
+27.2%
-126.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -3.1% | -16.3% | -18.7% |
| 7D | -12.7% | +11.5% | -24.2% | -14.5% |
| 30D | -65.2% | -0.2% | -65.0% | -65.1% |
| 3M | -94.6% | -13.6% | -81.0% | -94.5% |
| 6M | -96.2% | -27.0% | -69.2% | -95.9% |
| YTD | -99.6% | +50.5% | -150.1% | -99.7% |
| 1Y | -99.7% | +33.8% | -133.5% | -99.7% |
| All | -99.7% | +27.2% | -126.9% | -99.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling