-99.9%
DFNS vs QID
-92.2%
-7.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.1% | -4.6% |
| 7D | +4.6% | -1.9% | +6.6% | +4.7% |
| 30D | -73.9% | +1.7% | -75.6% | -73.9% |
| 3M | -71.7% | -3.9% | -67.8% | -71.7% |
| 6M | -94.6% | -30.0% | -64.6% | -94.5% |
| YTD | -98.1% | -28.2% | -69.9% | -98.0% |
| 1Y | -98.3% | -35.6% | -62.7% | -98.3% |
| 3Y | -99.9% | -74.3% | -25.6% | -99.9% |
| 5Y | -99.9% | -80.8% | -19.1% | -99.9% |
| All | -99.9% | -92.2% | -7.7% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling