+38.1%
DVN vs QSR
+203.9%
-165.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.5% |
| 7D | +2.5% | -4.7% | +7.2% | +5.1% |
| 30D | +10.2% | +4.3% | +5.9% | +7.5% |
| 3M | +8.1% | +5.4% | +2.7% | +4.3% |
| 6M | +15.9% | +8.2% | +7.7% | +9.5% |
| YTD | +38.2% | +14.1% | +24.1% | +26.7% |
| 1Y | +44.5% | +28.1% | +16.4% | +23.3% |
| 3Y | +5.1% | +25.3% | -20.1% | -12.3% |
| 5Y | +124.3% | +40.4% | +83.9% | +70.6% |
| 10Y | +65.9% | +132.4% | -66.5% | -10.1% |
| All | +38.1% | +203.9% | -165.8% | -34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling