-100.0%
DFNS vs QLD
+256.7%
-356.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +2.5% | -14.8% | -12.3% |
| 7D | -44.0% | -10.3% | -33.7% | -43.9% |
| 30D | -69.1% | -26.1% | -43.1% | -69.1% |
| 3M | -95.6% | -17.8% | -77.9% | -95.6% |
| 6M | -96.2% | -15.6% | -80.6% | -96.1% |
| YTD | -99.6% | +5.4% | -105.0% | -99.6% |
| 1Y | -99.7% | +5.2% | -105.0% | -99.7% |
| 3Y | -100.0% | +139.4% | -239.4% | -100.0% |
| 5Y | -100.0% | +66.7% | -166.7% | -100.0% |
| All | -100.0% | +256.7% | -356.7% | -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