+149.8%
QQQM vs DVA
+105.7%
+44.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | -1.4% | +1.7% | -3.0% | -1.5% |
| 3M | +2.2% | -8.7% | +10.8% | +2.6% |
| 6M | +16.9% | +19.7% | -2.8% | +14.2% |
| YTD | +15.7% | +59.6% | -43.9% | +9.2% |
| 1Y | +22.7% | +37.1% | -14.4% | +17.9% |
| 3Y | +93.9% | +89.8% | +4.2% | +76.9% |
| 5Y | +94.6% | +47.4% | +47.2% | +79.3% |
| All | +149.8% | +105.7% | +44.1% | +110.9% |
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