-100.0%
DFNS vs QLD
+281.7%
-381.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.5% | -3.0% | -5.5% |
| 7D | -6.0% | +7.0% | -13.0% | -6.0% |
| 30D | -71.2% | -14.3% | -56.9% | -71.2% |
| 3M | -94.5% | -16.0% | -78.5% | -94.5% |
| 6M | -96.5% | -14.2% | -82.3% | -96.5% |
| YTD | -99.6% | +12.8% | -112.4% | -99.6% |
| 1Y | -99.7% | +14.1% | -113.8% | -99.7% |
| 3Y | -100.0% | +146.0% | -245.9% | -100.0% |
| 5Y | -100.0% | +82.0% | -182.0% | -100.0% |
| All | -100.0% | +281.7% | -381.7% | -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