+67.2%
QLD vs DVA
+75.9%
-8.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +2.8% |
| 7D | -10.3% | +2.1% | -12.3% | -10.6% |
| 30D | -26.1% | +8.2% | -34.3% | -27.2% |
| 3M | -17.8% | +5.9% | -23.7% | -18.9% |
| 6M | -15.6% | -1.3% | -14.3% | -16.4% |
| YTD | +5.4% | +68.4% | -63.1% | -8.2% |
| 1Y | +5.2% | +57.5% | -52.2% | -6.9% |
| 3Y | +139.4% | +142.3% | -2.9% | +84.0% |
| All | +67.2% | +75.9% | -8.8% | +46.5% |
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