-99.9%
DFNS vs QID
-92.3%
-7.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.6% |
| 7D | -16.0% | -0.6% | -15.4% | -16.0% |
| 30D | -77.7% | 0.0% | -77.7% | -77.7% |
| 3M | -77.2% | +3.7% | -80.9% | -77.3% |
| 6M | -95.2% | -29.9% | -65.3% | -95.1% |
| YTD | -98.0% | -28.8% | -69.2% | -97.9% |
| 1Y | -98.3% | -37.2% | -61.1% | -98.2% |
| 3Y | -99.9% | -73.7% | -26.2% | -99.9% |
| 5Y | -99.9% | -80.7% | -19.1% | -99.9% |
| All | -99.9% | -92.3% | -7.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling