+29.2%
DVN vs QLD
+7,369.0%
-7,339.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -2.7% |
| 7D | -19.1% | -10.3% | -8.8% | -15.5% |
| 30D | -11.8% | -26.1% | +14.2% | -0.3% |
| 3M | -1.5% | -17.8% | +16.3% | +5.6% |
| 6M | -8.2% | -15.6% | +7.4% | -5.4% |
| YTD | +17.4% | +5.4% | +12.0% | +6.7% |
| 1Y | +33.5% | +5.2% | +28.2% | +20.6% |
| 3Y | -0.3% | +139.4% | -139.8% | -43.1% |
| 5Y | +22.7% | +66.7% | -44.0% | -25.5% |
| 10Y | +51.8% | +1,422.1% | -1,370.3% | -74.9% |
| All | +29.2% | +7,369.0% | -7,339.8% | -93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling