-99.9%
DFNS vs QID
-74.5%
-25.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | +0.8% | -2.7% | +3.5% | +0.9% |
| 30D | -73.2% | +1.8% | -75.0% | -73.3% |
| 3M | -72.4% | -2.2% | -70.3% | -72.5% |
| 6M | -95.2% | -32.1% | -63.1% | -94.9% |
| YTD | -98.0% | -28.6% | -69.4% | -97.9% |
| 1Y | -98.3% | -36.3% | -61.9% | -98.1% |
| 3Y | -99.9% | -74.4% | -25.5% | -99.9% |
| All | -99.9% | -74.5% | -25.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling