+9,127.5%
QLD vs DVA
+669.5%
+8,458.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | -0.3% |
| 7D | +0.6% | +1.8% | -1.3% | -0.4% |
| 30D | -0.1% | -2.5% | +2.4% | +0.9% |
| 3M | -8.4% | -4.3% | -4.1% | -8.3% |
| 6M | +32.2% | +18.9% | +13.3% | +15.8% |
| YTD | +28.9% | +61.9% | -33.0% | -7.5% |
| 1Y | +43.8% | +35.7% | +8.1% | +13.0% |
| 3Y | +176.6% | +78.6% | +97.9% | +70.1% |
| 5Y | +121.6% | +39.2% | +82.4% | +47.8% |
| 10Y | +1,652.9% | +184.0% | +1,468.9% | +532.4% |
| All | +9,127.5% | +669.5% | +8,458.0% | +1,467.4% |
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