+39.0%
DVN vs QSR
+23.8%
+15.2%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +5.5% | -12.8% | -6.7% |
| 7D | -13.9% | +5.2% | -19.1% | -13.2% |
| 30D | -8.0% | +12.2% | -20.2% | -7.3% |
| 3M | +0.8% | +7.0% | -6.2% | +1.3% |
| 6M | -12.8% | -0.3% | -12.4% | -10.5% |
| YTD | +22.7% | +18.0% | +4.7% | +21.8% |
| 1Y | +39.0% | +22.6% | +16.4% | +40.7% |
| All | +39.0% | +23.8% | +15.2% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling