-100.0%
SQQQ vs DVN
+20.3%
-120.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.4% |
| 7D | +1.8% | +4.5% | -2.7% | +4.2% |
| 30D | +4.2% | +12.0% | -7.8% | +10.4% |
| 3M | -3.3% | +13.4% | -16.7% | +2.7% |
| 6M | -43.6% | +12.1% | -55.8% | -41.1% |
| YTD | -41.9% | +38.8% | -80.7% | -31.6% |
| 1Y | -50.6% | +46.0% | -96.7% | -40.0% |
| 3Y | -89.3% | +9.5% | -98.8% | -87.2% |
| 5Y | -94.8% | +125.3% | -220.1% | -89.0% |
| 10Y | -100.0% | +66.6% | -166.6% | -99.9% |
| All | -100.0% | +20.3% | -120.3% | -100.0% |
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 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