+92.9%
QQQ vs DVN
+4.6%
+88.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -0.6% | +4.5% | -5.1% | -1.1% |
| 30D | -1.2% | +12.0% | -13.2% | -2.7% |
| 3M | -0.2% | +13.4% | -13.6% | -2.0% |
| 6M | +17.9% | +12.1% | +5.8% | +15.0% |
| YTD | +16.6% | +38.8% | -22.2% | +8.5% |
| 1Y | +23.0% | +46.0% | -23.0% | +12.6% |
| 3Y | +92.9% | +9.5% | +83.5% | +76.6% |
| All | +92.9% | +4.6% | +88.4% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling