-100.0%
DFNS vs QS
-90.5%
-9.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.2% | -0.3% | -3.9% |
| 7D | -6.0% | -14.0% | +8.0% | -1.6% |
| 30D | -71.2% | -6.4% | -64.8% | -70.7% |
| 3M | -94.5% | -40.3% | -54.3% | -93.5% |
| 6M | -96.5% | -57.5% | -39.0% | -95.5% |
| YTD | -99.6% | -64.7% | -34.9% | -99.5% |
| 1Y | -99.7% | -72.9% | -26.8% | -99.6% |
| 3Y | -100.0% | -33.5% | -66.5% | -100.0% |
| All | -100.0% | -90.5% | -9.5% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling