-100.0%
DFNS vs QID
-91.8%
-8.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -4.6% | +17.3% | +12.7% |
| 7D | -13.0% | -1.1% | -11.9% | -12.9% |
| 30D | -56.9% | +14.4% | -71.3% | -56.9% |
| 3M | -93.2% | +6.7% | -99.9% | -93.2% |
| 6M | -95.4% | +2.6% | -98.0% | -95.4% |
| YTD | -99.5% | -24.2% | -75.3% | -99.5% |
| 1Y | -99.6% | -22.3% | -77.3% | -99.6% |
| 3Y | -100.0% | -72.0% | -27.9% | -100.0% |
| 5Y | -100.0% | -78.2% | -21.8% | -100.0% |
| All | -100.0% | -91.8% | -8.2% | -100.0% |
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