+214.2%
ARM vs DVN
+0.1%
+214.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -2.5% |
| 7D | +19.8% | +7.8% | +12.0% | +17.6% |
| 30D | -21.8% | -7.9% | -13.8% | -20.3% |
| 3M | -26.5% | +3.7% | -30.2% | -27.7% |
| 6M | -3.9% | +0.2% | -4.1% | -5.7% |
| YTD | +82.8% | +28.6% | +54.2% | +54.5% |
| 1Y | +34.3% | +34.6% | -0.3% | +10.4% |
| 3Y | +282.2% | +11.8% | +270.4% | +207.1% |
| All | +214.2% | +0.1% | +214.1% | +160.5% |
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