-100.0%
DFNS vs QLD
+293.9%
-393.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +4.6% | +8.1% | +12.7% |
| 7D | -13.0% | -1.2% | -11.8% | -12.9% |
| 30D | -56.9% | -15.7% | -41.2% | -56.9% |
| 3M | -93.2% | -10.0% | -83.2% | -93.2% |
| 6M | -95.4% | -11.2% | -84.2% | -95.4% |
| YTD | -99.5% | +16.4% | -115.9% | -99.5% |
| 1Y | -99.6% | +12.7% | -112.3% | -99.6% |
| 3Y | -100.0% | +152.3% | -252.3% | -100.0% |
| 5Y | -100.0% | +91.8% | -191.7% | -100.0% |
| All | -100.0% | +293.9% | -393.9% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling