-43.5%
QS vs DVA
+109.6%
-153.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +2.4% |
| 7D | +2.2% | +2.2% | 0.0% | +1.7% |
| 30D | -8.1% | -2.0% | -6.0% | -7.8% |
| 3M | -27.0% | -6.3% | -20.8% | -26.8% |
| 6M | -16.4% | +19.4% | -35.9% | -21.0% |
| YTD | -46.4% | +58.5% | -104.8% | -53.3% |
| 1Y | -41.1% | +33.9% | -75.0% | -46.5% |
| 3Y | -18.6% | +88.4% | -107.1% | -34.1% |
| 5Y | -73.0% | +39.5% | -112.6% | -79.0% |
| All | -43.5% | +109.6% | -153.1% | -44.6% |
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 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