+56.1%
DVN vs QLD
+1,508.4%
-1,452.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.5% | +3.1% |
| 7D | +7.8% | +12.5% | -4.7% | +3.2% |
| 30D | -7.9% | -15.7% | +7.8% | -2.9% |
| 3M | +3.7% | -11.9% | +15.6% | +7.1% |
| 6M | +0.2% | -10.3% | +10.5% | +0.5% |
| YTD | +28.6% | +15.6% | +13.0% | +14.6% |
| 1Y | +34.6% | +12.1% | +22.5% | +20.9% |
| 3Y | +11.8% | +150.7% | -138.8% | -32.2% |
| 5Y | +37.6% | +86.6% | -49.1% | -12.8% |
| All | +56.1% | +1,508.4% | -1,452.3% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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