-99.7%
DFNS vs QLD
+1.8%
-101.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +2.5% | -14.8% | -14.5% |
| 7D | -44.0% | -10.3% | -33.7% | -38.0% |
| 30D | -69.1% | -26.1% | -43.1% | -59.7% |
| 3M | -95.6% | -17.8% | -77.9% | -94.7% |
| 6M | -96.2% | -15.6% | -80.6% | -95.5% |
| YTD | -99.6% | +5.4% | -105.0% | -99.6% |
| 1Y | -99.7% | +5.2% | -105.0% | -99.7% |
| All | -99.7% | +1.8% | -101.5% | -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