-41.1%
ACN vs DVN
+120.4%
-161.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +2.9% | +3.3% |
| 7D | -1.5% | +4.5% | -6.0% | -2.1% |
| 30D | +2.1% | +12.0% | -9.9% | +0.3% |
| 3M | +11.1% | +13.4% | -2.3% | +8.8% |
| 6M | -6.8% | +12.1% | -19.0% | -8.9% |
| YTD | -30.0% | +38.8% | -68.9% | -33.9% |
| 1Y | -23.1% | +46.0% | -69.2% | -28.1% |
| 3Y | -40.4% | +9.5% | -49.9% | -42.8% |
| All | -41.1% | +120.4% | -161.5% | -49.0% |
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 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