-99.9%
DFNS vs QS
-46.4%
-53.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.5% | -2.9% |
| 7D | -6.3% | -3.6% | -2.7% | -5.8% |
| 30D | -74.0% | -17.2% | -56.7% | -73.0% |
| 3M | -70.1% | -27.0% | -43.2% | -68.4% |
| 6M | -93.9% | -24.6% | -69.3% | -93.6% |
| YTD | -98.1% | -49.3% | -48.8% | -97.9% |
| 1Y | -98.3% | -40.3% | -58.0% | -98.1% |
| 3Y | -99.9% | -23.8% | -76.1% | -99.9% |
| 5Y | -99.9% | -75.0% | -24.9% | -99.9% |
| All | -99.9% | -46.4% | -53.5% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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