+23.0%
QQQ vs DVN
+47.2%
-24.3%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | -0.6% | +4.5% | -5.1% | 0.0% |
| 30D | -1.2% | +12.0% | -13.2% | +0.3% |
| 3M | -0.2% | +13.4% | -13.6% | +1.7% |
| 6M | +17.9% | +12.1% | +5.8% | +19.2% |
| YTD | +16.6% | +38.8% | -22.2% | +18.4% |
| 1Y | +23.0% | +46.0% | -23.0% | +24.1% |
| All | +23.0% | +47.2% | -24.3% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling