+139.4%
QLD vs DVA
+139.6%
-0.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +2.7% |
| 7D | -10.3% | +2.1% | -12.3% | -10.4% |
| 30D | -26.1% | +8.2% | -34.3% | -26.6% |
| 3M | -17.8% | +5.9% | -23.7% | -18.3% |
| 6M | -15.6% | -1.3% | -14.3% | -16.1% |
| YTD | +5.4% | +68.4% | -63.1% | -2.9% |
| 1Y | +5.2% | +57.5% | -52.2% | -1.8% |
| 3Y | +139.4% | +142.3% | -2.9% | +121.1% |
| All | +139.4% | +139.6% | -0.2% | +121.1% |
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 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