+251.9%
QCOM vs DVN
+60.4%
+191.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.3% |
| 7D | +13.0% | +7.8% | +5.2% | +11.1% |
| 30D | +0.2% | -7.9% | +8.1% | +1.7% |
| 3M | +9.2% | +3.7% | +5.5% | +7.7% |
| 6M | -15.0% | +0.2% | -15.2% | -16.2% |
| YTD | +5.2% | +28.6% | -23.4% | -3.2% |
| 1Y | +2.4% | +34.6% | -32.3% | -7.0% |
| 3Y | +52.0% | +11.8% | +40.2% | +42.1% |
| 5Y | +19.7% | +37.6% | -17.8% | +4.1% |
| All | +251.9% | +60.4% | +191.5% | +146.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 DVN 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