+458.1%
DVN vs QS
-47.0%
+505.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.6% | +7.8% | +1.5% |
| 7D | -0.1% | -4.2% | +4.1% | +0.1% |
| 30D | +8.0% | -15.7% | +23.7% | +8.8% |
| 3M | +11.9% | -28.7% | +40.6% | +13.3% |
| 6M | +10.6% | -23.2% | +33.9% | +11.1% |
| YTD | +35.4% | -49.9% | +85.3% | +38.8% |
| 1Y | +46.5% | -38.8% | +85.3% | +47.2% |
| 3Y | +3.0% | -24.0% | +27.0% | -1.8% |
| 5Y | +120.5% | -75.6% | +196.1% | +114.6% |
| All | +458.1% | -47.0% | +505.1% | +426.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling