-99.6%
DFNS vs QLD
+13.1%
-112.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +1.9% | -20.2% | -20.0% |
| 7D | -27.7% | -9.4% | -18.3% | -21.4% |
| 30D | -58.0% | -17.1% | -40.9% | -50.5% |
| 3M | -94.0% | -10.4% | -83.6% | -93.3% |
| 6M | -94.6% | +0.7% | -95.3% | -94.7% |
| YTD | -99.4% | +17.7% | -117.2% | -99.5% |
| 1Y | -99.6% | +14.7% | -114.3% | -99.7% |
| All | -99.6% | +13.1% | -112.8% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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