+67.3%
DVN vs QID
-99.2%
+166.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | -0.2% |
| 7D | +4.5% | +1.3% | +3.2% | +5.0% |
| 30D | +12.0% | +2.9% | +9.0% | +13.2% |
| 3M | +13.4% | -0.7% | +14.1% | +13.3% |
| 6M | +12.1% | -29.7% | +41.8% | -2.2% |
| YTD | +38.8% | -27.9% | +66.7% | +22.5% |
| 1Y | +46.0% | -34.6% | +80.6% | +24.4% |
| 3Y | +9.5% | -73.5% | +83.0% | -30.4% |
| 5Y | +125.3% | -81.0% | +206.3% | +44.3% |
| All | +67.3% | -99.2% | +166.4% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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