-98.3%
DFNS vs QXO
-34.8%
-63.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.0% |
| 7D | -16.0% | -1.3% | -14.7% | -15.4% |
| 30D | -77.7% | -16.0% | -61.7% | -75.9% |
| 3M | -77.2% | -17.7% | -59.4% | -76.3% |
| 6M | -95.2% | -42.6% | -52.6% | -94.6% |
| YTD | -98.0% | -30.8% | -67.2% | -97.7% |
| 1Y | -98.3% | -35.3% | -62.9% | -98.1% |
| All | -98.3% | -34.8% | -63.4% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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