+1,623.2%
ACN vs DVN
+238.9%
+1,384.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.3% |
| 7D | -4.8% | -1.3% | -3.5% | -4.6% |
| 30D | +1.9% | +12.6% | -10.7% | -0.7% |
| 3M | +3.9% | +8.1% | -4.3% | +1.8% |
| 6M | -15.0% | +10.2% | -25.2% | -17.4% |
| YTD | -31.9% | +33.8% | -65.7% | -36.6% |
| 1Y | -28.5% | +43.9% | -72.4% | -34.7% |
| 3Y | -41.9% | +1.7% | -43.6% | -44.1% |
| 5Y | -42.9% | +119.6% | -162.5% | -55.7% |
| 10Y | +88.7% | +53.7% | +35.0% | +34.0% |
| All | +1,623.2% | +238.9% | +1,384.3% | +693.4% |
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