-100.0%
DFNS vs QLD
+134.4%
-234.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -12.7% | -6.9% | -19.1% |
| 7D | -37.4% | -18.6% | -18.9% | -37.0% |
| 30D | -65.8% | -28.3% | -37.5% | -65.7% |
| 3M | -95.0% | -20.4% | -74.6% | -95.0% |
| 6M | -95.8% | -14.3% | -81.5% | -95.7% |
| YTD | -99.5% | +2.8% | -102.3% | -99.5% |
| 1Y | -99.7% | -1.2% | -98.5% | -99.7% |
| All | -100.0% | +134.4% | -234.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling