-25.3%
QS vs DVA
+89.4%
-114.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.6% |
| 7D | -5.0% | -0.2% | -4.8% | -5.0% |
| 30D | -18.3% | +1.7% | -20.0% | -18.6% |
| 3M | -26.0% | -8.7% | -17.3% | -25.5% |
| 6M | -24.0% | +19.7% | -43.7% | -28.1% |
| YTD | -50.3% | +59.6% | -109.9% | -56.6% |
| 1Y | -38.0% | +37.1% | -75.1% | -43.4% |
| All | -25.3% | +89.4% | -114.7% | -42.6% |
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