+190.1%
QSR vs DVA
+142.6%
+47.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -4.7% | -0.2% | -4.5% | -4.7% |
| 30D | +4.3% | +1.7% | +2.6% | +3.9% |
| 3M | +5.4% | -8.7% | +14.1% | +6.8% |
| 6M | +8.2% | +19.7% | -11.5% | +2.3% |
| YTD | +14.1% | +59.6% | -45.5% | 0.0% |
| 1Y | +28.1% | +37.1% | -9.0% | +16.2% |
| 3Y | +25.3% | +89.8% | -64.5% | +2.0% |
| 5Y | +40.4% | +47.4% | -7.0% | +19.0% |
| 10Y | +132.4% | +184.9% | -52.5% | +51.2% |
| All | +190.1% | +142.6% | +47.6% | +105.3% |
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