-94.0%
DFNS vs QLD
-6.5%
-87.4%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +1.9% | -20.2% | -20.2% |
| 7D | -27.7% | -9.4% | -18.3% | -19.3% |
| 30D | -58.0% | -17.1% | -40.9% | -45.2% |
| 3M | -94.0% | -10.4% | -83.6% | -93.2% |
| All | -94.0% | -6.5% | -87.4% | -93.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling