-99.8%
DFNS vs Q
+66.4%
-166.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +6.3% | -18.6% | -13.6% |
| 7D | -44.0% | +0.3% | -44.3% | -43.9% |
| 30D | -69.1% | -9.8% | -59.3% | -68.4% |
| 3M | -95.6% | -12.2% | -83.4% | -95.5% |
| 6M | -96.2% | -21.6% | -74.6% | -96.0% |
| YTD | -99.6% | +43.6% | -143.2% | -99.7% |
| 1Y | -99.7% | +25.7% | -125.4% | -99.8% |
| All | -99.8% | +66.4% | -166.2% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling