+55.4%
DVN vs Q
+79.8%
-24.3%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | +0.6% |
| 7D | +4.5% | +4.9% | -0.4% | +4.9% |
| 30D | +12.0% | -11.0% | +22.9% | +10.9% |
| 3M | +13.4% | -15.2% | +28.6% | +12.6% |
| 6M | +12.1% | +8.8% | +3.3% | +13.6% |
| YTD | +38.8% | +55.1% | -16.3% | +43.2% |
| All | +55.4% | +79.8% | -24.3% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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