+39.9%
DVN vs QLD
+1,370.2%
-1,330.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -2.5% |
| 7D | -19.1% | -10.3% | -8.8% | -16.1% |
| 30D | -11.8% | -26.1% | +14.2% | -2.5% |
| 3M | -1.5% | -17.8% | +16.3% | +4.3% |
| 6M | -8.2% | -15.6% | +7.4% | -5.9% |
| YTD | +17.4% | +5.4% | +12.0% | +8.3% |
| 1Y | +33.5% | +5.2% | +28.2% | +22.6% |
| 3Y | -0.3% | +139.4% | -139.8% | -38.7% |
| 5Y | +22.7% | +66.7% | -44.0% | -18.6% |
| All | +39.9% | +1,370.2% | -1,330.4% | -61.2% |
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