+53.7%
DVN vs QLD
+1,636.2%
-1,582.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -1.3% | +3.0% | -4.3% | -2.4% |
| 30D | +12.6% | -1.8% | +14.4% | +13.2% |
| 3M | +8.1% | -1.8% | +9.9% | +6.8% |
| 6M | +10.2% | +36.9% | -26.7% | -6.1% |
| YTD | +33.8% | +28.7% | +5.1% | +16.1% |
| 1Y | +43.9% | +41.9% | +2.0% | +18.8% |
| 3Y | +1.7% | +184.2% | -182.5% | -40.7% |
| 5Y | +119.6% | +122.1% | -2.5% | +30.5% |
| 10Y | +53.7% | +1,646.5% | -1,592.8% | -65.9% |
| All | +53.7% | +1,636.2% | -1,582.4% | -65.9% |
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