-99.9%
DFNS vs QLD
+336.4%
-436.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -16.0% | +0.6% | -16.6% | -16.0% |
| 30D | -77.7% | -0.1% | -77.6% | -77.7% |
| 3M | -77.2% | -8.4% | -68.8% | -77.3% |
| 6M | -95.2% | +32.2% | -127.4% | -95.1% |
| YTD | -98.0% | +28.9% | -126.9% | -97.9% |
| 1Y | -98.3% | +43.8% | -142.1% | -98.2% |
| 3Y | -99.9% | +176.6% | -276.5% | -99.9% |
| 5Y | -99.9% | +121.6% | -221.4% | -99.9% |
| All | -99.9% | +336.4% | -436.2% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling