+13.2%
DVN vs QLD
+146.5%
-133.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.2% | +1.1% |
| 7D | +10.4% | +7.0% | +3.3% | +9.1% |
| 30D | -6.7% | -14.3% | +7.6% | -4.7% |
| 3M | +5.6% | -16.0% | +21.6% | +8.0% |
| 6M | +0.7% | -14.2% | +14.9% | +1.7% |
| YTD | +29.6% | +12.8% | +16.8% | +21.1% |
| 1Y | +36.3% | +14.1% | +22.3% | +26.5% |
| 3Y | +13.2% | +146.0% | -132.8% | -19.4% |
| All | +13.2% | +146.5% | -133.3% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling