-99.9%
DFNS vs QXO
-12.4%
-87.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.1% | -0.6% | -4.8% |
| 7D | +4.6% | -3.9% | +8.5% | +4.5% |
| 30D | -73.9% | -17.4% | -56.5% | -74.1% |
| 3M | -71.7% | -22.5% | -49.2% | -72.0% |
| 6M | -94.6% | -41.4% | -53.2% | -94.7% |
| YTD | -98.1% | -34.1% | -64.0% | -98.1% |
| 1Y | -98.3% | -40.8% | -57.5% | -98.3% |
| 3Y | -99.9% | -43.9% | -56.0% | -99.9% |
| 5Y | -99.9% | -69.6% | -30.3% | -99.9% |
| All | -99.9% | -12.4% | -87.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling