-98.3%
DFNS vs QS
-36.7%
-61.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.5% | -4.1% |
| 7D | -6.3% | -3.6% | -2.7% | -3.7% |
| 30D | -74.0% | -17.2% | -56.7% | -68.9% |
| 3M | -70.1% | -27.0% | -43.2% | -63.1% |
| 6M | -93.9% | -24.6% | -69.3% | -92.8% |
| YTD | -98.1% | -49.3% | -48.8% | -97.1% |
| 1Y | -98.3% | -40.3% | -58.0% | -97.6% |
| All | -98.3% | -36.7% | -61.6% | -97.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling