+33.3%
DVN vs QID
-100.0%
+133.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.4% |
| 7D | -0.1% | -1.9% | +1.8% | -1.0% |
| 30D | +8.0% | +1.7% | +6.3% | +8.8% |
| 3M | +11.9% | -3.9% | +15.8% | +9.9% |
| 6M | +10.6% | -30.0% | +40.6% | -6.1% |
| YTD | +35.4% | -28.2% | +63.6% | +16.4% |
| 1Y | +46.5% | -35.6% | +82.1% | +20.1% |
| 3Y | +3.0% | -74.3% | +77.2% | -39.9% |
| 5Y | +120.5% | -80.8% | +201.3% | +30.2% |
| 10Y | +62.5% | -99.2% | +161.6% | -72.9% |
| All | +33.3% | -100.0% | +133.3% | -94.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling