-99.9%
DFNS vs QSR
+73.7%
-173.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -16.0% | +2.4% | -18.4% | -15.8% |
| 30D | -77.7% | +7.6% | -85.3% | -77.5% |
| 3M | -77.2% | +12.6% | -89.8% | -76.8% |
| 6M | -95.2% | +14.4% | -109.6% | -95.1% |
| YTD | -98.0% | +19.6% | -117.6% | -97.9% |
| 1Y | -98.3% | +33.9% | -132.1% | -98.1% |
| 3Y | -99.9% | +27.1% | -127.0% | -99.9% |
| 5Y | -99.9% | +48.5% | -148.4% | -99.8% |
| All | -99.9% | +73.7% | -173.5% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling