-99.6%
DFNS vs QID
-21.1%
-78.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -1.8% | -16.5% | -19.9% |
| 7D | -27.7% | +9.8% | -37.5% | -21.3% |
| 30D | -58.0% | +18.9% | -76.9% | -50.4% |
| 3M | -94.0% | +9.6% | -103.6% | -93.2% |
| 6M | -94.6% | -7.8% | -86.8% | -94.5% |
| YTD | -99.4% | -23.3% | -76.1% | -99.5% |
| 1Y | -99.6% | -22.0% | -77.6% | -99.7% |
| All | -99.6% | -21.1% | -78.6% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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