-99.8%
DFNS vs Q
+68.3%
-168.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.5% | -2.0% | -4.7% |
| 7D | -6.0% | +1.2% | -7.1% | -6.0% |
| 30D | -71.2% | -2.7% | -68.5% | -70.9% |
| 3M | -94.5% | -16.9% | -77.6% | -94.3% |
| 6M | -96.5% | -26.9% | -69.7% | -96.2% |
| YTD | -99.6% | +45.2% | -144.8% | -99.7% |
| 1Y | -99.7% | +38.1% | -137.8% | -99.8% |
| All | -99.8% | +68.3% | -168.1% | -99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling