-73.0%
QID vs DVA
+89.4%
-162.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.2% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | +3.3% | +1.7% | +1.7% | +3.5% |
| 3M | -5.5% | -8.7% | +3.1% | -5.9% |
| 6M | -28.4% | +19.7% | -48.1% | -26.3% |
| YTD | -26.6% | +59.6% | -86.2% | -21.5% |
| 1Y | -34.1% | +37.1% | -71.2% | -31.5% |
| All | -73.0% | +89.4% | -162.4% | -70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling