-22.0%
QID vs DVA
+62.2%
-84.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.8% | -7.6% | -2.1% |
| 7D | +9.8% | +4.7% | +5.0% | +9.4% |
| 30D | +18.9% | +7.8% | +11.1% | +18.2% |
| 3M | +9.6% | -15.5% | +25.1% | +10.3% |
| 6M | -7.8% | +25.0% | -32.8% | -9.2% |
| YTD | -23.3% | +69.6% | -92.9% | -27.6% |
| 1Y | -22.0% | +60.6% | -82.6% | -25.5% |
| All | -22.0% | +62.2% | -84.2% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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