+105.2%
TQQQ vs DVN
+120.4%
-15.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.1% | +2.4% |
| 7D | -1.9% | +4.5% | -6.4% | -3.9% |
| 30D | -4.9% | +12.0% | -16.8% | -9.8% |
| 3M | -6.4% | +13.4% | -19.8% | -12.9% |
| 6M | +44.4% | +12.1% | +32.3% | +31.0% |
| YTD | +35.2% | +38.8% | -3.7% | +7.7% |
| 1Y | +49.5% | +46.0% | +3.5% | +14.3% |
| 3Y | +250.7% | +9.5% | +241.2% | +202.2% |
| All | +105.2% | +120.4% | -15.2% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling