+117.7%
DVN vs QS
-75.4%
+193.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.2% |
| 7D | +2.5% | -5.0% | +7.5% | +2.8% |
| 30D | +10.2% | -18.3% | +28.5% | +11.5% |
| 3M | +8.1% | -26.0% | +34.1% | +9.7% |
| 6M | +15.9% | -24.0% | +39.9% | +16.6% |
| YTD | +38.2% | -50.3% | +88.5% | +43.4% |
| 1Y | +44.5% | -38.0% | +82.4% | +44.9% |
| 3Y | +5.1% | -24.6% | +29.7% | -3.3% |
| All | +117.7% | -75.4% | +193.1% | +113.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling