-99.9%
DFNS vs QS
-47.4%
-52.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | -3.3% | -5.0% | +1.6% | -2.5% |
| 30D | -73.1% | -18.3% | -54.8% | -72.0% |
| 3M | -71.4% | -26.0% | -45.4% | -69.8% |
| 6M | -93.8% | -24.0% | -69.8% | -93.5% |
| YTD | -98.0% | -50.3% | -47.8% | -97.8% |
| 1Y | -98.2% | -38.0% | -60.2% | -98.0% |
| 3Y | -99.9% | -24.6% | -75.3% | -99.9% |
| 5Y | -99.9% | -75.4% | -24.4% | -99.9% |
| All | -99.9% | -47.4% | -52.4% | -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