+36.2%
QCOM vs DVN
+111.9%
-75.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +3.0% |
| 7D | +5.1% | -1.3% | +6.4% | +5.4% |
| 30D | +4.3% | +12.6% | -8.3% | +1.0% |
| 3M | -19.6% | +8.1% | -27.8% | -21.8% |
| 6M | +29.5% | +10.2% | +19.3% | +24.1% |
| YTD | +3.4% | +33.8% | -30.4% | -6.9% |
| 1Y | +10.9% | +43.9% | -33.0% | -2.7% |
| 3Y | +74.8% | +1.7% | +73.0% | +64.1% |
| 5Y | +36.2% | +119.6% | -83.4% | +17.0% |
| All | +36.2% | +111.9% | -75.8% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling