+93.1%
ACN vs DVN
+69.2%
+23.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +2.9% | +3.3% |
| 7D | -1.5% | +4.5% | -6.0% | -2.3% |
| 30D | +2.1% | +12.0% | -9.9% | +0.1% |
| 3M | +11.1% | +13.4% | -2.3% | +8.5% |
| 6M | -6.8% | +12.1% | -19.0% | -9.2% |
| YTD | -30.0% | +38.8% | -68.9% | -34.5% |
| 1Y | -23.1% | +46.0% | -69.2% | -28.8% |
| 3Y | -40.4% | +9.5% | -49.9% | -43.0% |
| 5Y | -41.6% | +125.3% | -166.8% | -52.6% |
| All | +93.1% | +69.2% | +23.9% | +32.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling