+24.9%
DVN vs QQQI
+57.7%
-32.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | 0.0% |
| 7D | +4.5% | -0.3% | +4.9% | +4.7% |
| 30D | +12.0% | -0.3% | +12.3% | +12.1% |
| 3M | +13.4% | +1.3% | +12.1% | +12.0% |
| 6M | +12.1% | +11.5% | +0.6% | +3.2% |
| YTD | +38.8% | +11.3% | +27.5% | +27.5% |
| 1Y | +46.0% | +16.9% | +29.2% | +27.6% |
| All | +24.9% | +57.7% | -32.8% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQI.
Daily Out/Under-Performance
Portfolio return minus QQQI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQI 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 QQQI 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