+250.7%
TQQQ vs DVA
+89.6%
+161.1%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.4% | +2.5% |
| 7D | -1.9% | -1.3% | -0.6% | -1.7% |
| 30D | -4.9% | 0.0% | -4.9% | -4.9% |
| 3M | -6.4% | -10.9% | +4.5% | -5.7% |
| 6M | +44.4% | +17.3% | +27.1% | +38.8% |
| YTD | +35.2% | +59.8% | -24.6% | +21.5% |
| 1Y | +49.5% | +36.3% | +13.2% | +40.3% |
| 3Y | +250.7% | +88.6% | +162.1% | +207.9% |
| All | +250.7% | +89.6% | +161.1% | +207.9% |
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