+1,564.8%
QQQ vs DVN
+542.4%
+1,022.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | -0.6% | +8.0% | -8.6% | -2.2% |
| 3M | +1.3% | +11.9% | -10.6% | -1.4% |
| 6M | +18.1% | +10.6% | +7.5% | +14.6% |
| YTD | +16.9% | +35.4% | -18.5% | +8.6% |
| 1Y | +24.0% | +46.5% | -22.5% | +13.0% |
| 3Y | +95.6% | +3.0% | +92.7% | +87.9% |
| 5Y | +94.5% | +120.5% | -26.0% | +54.2% |
| 10Y | +571.7% | +62.5% | +509.3% | +390.0% |
| All | +1,564.8% | +542.4% | +1,022.4% | +929.5% |
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