+7,443.4%
QLD vs DVA
+700.3%
+6,743.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +3.4% |
| 7D | -10.3% | +2.1% | -12.3% | -11.3% |
| 30D | -26.1% | +8.2% | -34.3% | -29.4% |
| 3M | -17.8% | +5.9% | -23.7% | -21.1% |
| 6M | -15.6% | -1.3% | -14.3% | -18.0% |
| YTD | +5.4% | +68.4% | -63.1% | -26.7% |
| 1Y | +5.2% | +57.5% | -52.2% | -24.3% |
| 3Y | +139.4% | +142.3% | -2.9% | +24.3% |
| 5Y | +66.7% | +75.0% | -8.3% | -4.7% |
| 10Y | +1,422.1% | +226.4% | +1,195.7% | +393.6% |
| All | +7,443.4% | +700.3% | +6,743.1% | +1,141.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling