-99.9%
DFNS vs QS
-44.4%
-55.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -16.0% | -2.3% | -13.7% | -15.6% |
| 30D | -77.7% | -0.7% | -77.0% | -77.6% |
| 3M | -77.2% | -39.6% | -37.5% | -75.3% |
| 6M | -95.2% | -21.7% | -73.5% | -95.0% |
| YTD | -98.0% | -47.4% | -50.6% | -97.8% |
| 1Y | -98.3% | -28.4% | -69.9% | -98.1% |
| 3Y | -99.9% | -22.6% | -77.3% | -99.9% |
| 5Y | -99.9% | -75.6% | -24.3% | -99.9% |
| All | -99.9% | -44.4% | -55.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling