+133.1%
QSR vs DVA
+187.8%
-54.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -4.0% | -1.3% | -2.7% | -3.8% |
| 30D | +2.8% | 0.0% | +2.7% | +2.7% |
| 3M | +5.1% | -10.9% | +16.0% | +6.8% |
| 6M | +8.8% | +17.3% | -8.5% | +3.9% |
| YTD | +14.8% | +59.8% | -45.0% | +1.9% |
| 1Y | +25.7% | +36.3% | -10.5% | +15.3% |
| 3Y | +27.5% | +88.6% | -61.1% | +6.2% |
| 5Y | +41.3% | +47.5% | -6.3% | +21.8% |
| All | +133.1% | +187.8% | -54.7% | +67.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling