-99.9%
DFNS vs QXO
-47.1%
-52.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | -6.3% | -7.8% | +1.4% | -6.7% |
| 30D | -74.0% | -18.1% | -55.9% | -74.2% |
| 3M | -70.1% | -25.8% | -44.4% | -70.7% |
| 6M | -93.9% | -41.7% | -52.2% | -94.1% |
| YTD | -98.1% | -36.2% | -61.9% | -98.1% |
| 1Y | -98.3% | -42.1% | -56.2% | -98.3% |
| 3Y | -99.9% | -46.2% | -53.7% | -99.9% |
| All | -99.9% | -47.1% | -52.8% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling