-81.0%
QID vs DVA
+46.8%
-127.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +1.3% | -1.3% | +2.6% | +1.0% |
| 30D | +2.9% | 0.0% | +2.9% | +3.0% |
| 3M | -0.7% | -10.9% | +10.2% | -2.3% |
| 6M | -29.7% | +17.3% | -47.0% | -26.4% |
| YTD | -27.9% | +59.8% | -87.7% | -19.2% |
| 1Y | -34.6% | +36.3% | -70.8% | -29.5% |
| 3Y | -73.5% | +88.6% | -162.1% | -67.8% |
| All | -81.0% | +46.8% | -127.8% | -77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling