-99.1%
QID vs DVA
+187.8%
-286.9%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.7% |
| 7D | +1.3% | -1.3% | +2.6% | +0.8% |
| 30D | +2.9% | 0.0% | +2.9% | +3.0% |
| 3M | -0.7% | -10.9% | +10.2% | -3.9% |
| 6M | -29.7% | +17.3% | -47.0% | -24.2% |
| YTD | -27.9% | +59.8% | -87.7% | -12.5% |
| 1Y | -34.6% | +36.3% | -70.8% | -25.5% |
| 3Y | -73.5% | +88.6% | -162.1% | -63.4% |
| 5Y | -81.0% | +47.5% | -128.6% | -75.0% |
| All | -99.1% | +187.8% | -286.9% | -98.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling