+472.3%
DVN vs QS
-46.4%
+518.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.3% |
| 7D | +4.5% | -3.6% | +8.2% | +4.7% |
| 30D | +12.0% | -17.2% | +29.2% | +12.9% |
| 3M | +13.4% | -27.0% | +40.4% | +14.7% |
| 6M | +12.1% | -24.6% | +36.7% | +12.7% |
| YTD | +38.8% | -49.3% | +88.2% | +42.3% |
| 1Y | +46.0% | -40.3% | +86.4% | +47.0% |
| 3Y | +9.5% | -23.8% | +33.3% | +4.4% |
| 5Y | +125.3% | -75.0% | +200.2% | +119.0% |
| All | +472.3% | -46.4% | +518.7% | +439.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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