-75.0%
QS vs DVA
+46.8%
-121.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -3.6% | -1.3% | -2.3% | -3.4% |
| 30D | -17.2% | 0.0% | -17.3% | -17.3% |
| 3M | -27.0% | -10.9% | -16.0% | -25.7% |
| 6M | -24.6% | +17.3% | -41.8% | -29.2% |
| YTD | -49.3% | +59.8% | -109.1% | -57.2% |
| 1Y | -40.3% | +36.3% | -76.6% | -47.1% |
| 3Y | -23.8% | +88.6% | -112.4% | -41.6% |
| All | -75.0% | +46.8% | -121.8% | -78.4% |
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 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