+11.9%
ACN vs DVN
+39.9%
-27.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -7.3% | +11.2% | +4.1% |
| 7D | +8.6% | -13.9% | +22.5% | +9.4% |
| 30D | +36.6% | -8.0% | +44.6% | +36.8% |
| 3M | +56.3% | +0.8% | +55.5% | +55.3% |
| 6M | +49.7% | -12.8% | +62.4% | +49.5% |
| YTD | +1.3% | +22.7% | -21.4% | -1.3% |
| 1Y | +11.9% | +39.0% | -27.1% | +7.9% |
| All | +11.9% | +39.9% | -27.9% | +7.9% |
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