-99.9%
DFNS vs QSR
+66.7%
-166.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.2% | -2.5% |
| 7D | -6.3% | -4.0% | -2.3% | -6.8% |
| 30D | -74.0% | +2.8% | -76.7% | -73.9% |
| 3M | -70.1% | +5.1% | -75.2% | -69.9% |
| 6M | -93.9% | +8.8% | -102.7% | -93.8% |
| YTD | -98.1% | +14.8% | -112.9% | -98.0% |
| 1Y | -98.3% | +25.7% | -124.0% | -98.2% |
| 3Y | -99.9% | +27.5% | -127.4% | -99.9% |
| 5Y | -99.9% | +41.3% | -141.1% | -99.9% |
| All | -99.9% | +66.7% | -166.6% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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