+9.0%
DVN vs QID
-73.3%
+82.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +2.5% |
| 7D | +2.5% | +2.7% | -0.2% | +3.0% |
| 30D | +10.2% | +3.3% | +6.8% | +10.8% |
| 3M | +8.1% | -5.5% | +13.6% | +6.9% |
| 6M | +15.9% | -28.4% | +44.3% | +7.2% |
| YTD | +38.2% | -26.6% | +64.8% | +29.0% |
| 1Y | +44.5% | -34.1% | +78.6% | +30.5% |
| All | +9.0% | -73.3% | +82.3% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling