+1,502.1%
QLD vs DVA
+193.2%
+1,309.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.7% | -2.6% |
| 7D | +7.0% | -8.8% | +15.8% | +10.1% |
| 30D | -14.3% | -3.4% | -10.9% | -13.9% |
| 3M | -16.0% | -2.6% | -13.4% | -16.1% |
| 6M | -14.2% | -11.9% | -2.4% | -12.7% |
| YTD | +12.8% | +53.6% | -40.9% | -9.5% |
| 1Y | +14.1% | +41.9% | -27.8% | -5.6% |
| 3Y | +146.0% | +97.5% | +48.4% | +68.2% |
| 5Y | +82.0% | +65.0% | +17.0% | +26.5% |
| All | +1,502.1% | +193.2% | +1,309.0% | +739.6% |
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