-95.2%
DFNS vs QLD
+35.0%
-130.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.3% |
| 7D | -16.0% | +0.6% | -16.6% | -16.1% |
| 30D | -77.7% | -0.1% | -77.6% | -77.3% |
| 3M | -77.2% | -8.4% | -68.8% | -74.8% |
| 6M | -95.2% | +32.2% | -127.4% | -95.7% |
| All | -95.2% | +35.0% | -130.2% | -95.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling