+50,186.6%
QCOM vs DVN
+1,673.8%
+48,512.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.4% |
| 7D | +3.3% | +1.5% | +1.8% | +3.0% |
| 30D | +7.7% | +14.2% | -6.5% | +4.6% |
| 3M | -30.1% | +5.2% | -35.3% | -31.2% |
| 6M | +22.8% | +11.9% | +11.0% | +18.5% |
| YTD | +0.2% | +32.8% | -32.6% | -7.1% |
| 1Y | +7.9% | +38.6% | -30.7% | -1.1% |
| 3Y | +55.8% | +0.5% | +55.3% | +50.9% |
| 5Y | +30.1% | +111.0% | -81.0% | +5.4% |
| 10Y | +248.9% | +56.1% | +192.8% | +160.4% |
| All | +50,186.6% | +1,673.8% | +48,512.8% | +32,515.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling