+193.0%
ARM vs DVN
-8.2%
+201.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.5% | +6.2% | +6.6% |
| 7D | -5.3% | -12.8% | +7.5% | -2.0% |
| 30D | -30.0% | -12.1% | -17.9% | -27.8% |
| 3M | -34.1% | -0.7% | -33.4% | -34.6% |
| 6M | -12.6% | -5.8% | -6.9% | -13.2% |
| YTD | +70.4% | +17.9% | +52.5% | +47.2% |
| 1Y | +22.3% | +29.0% | -6.8% | +0.2% |
| 3Y | +261.2% | +6.0% | +255.2% | +194.0% |
| All | +193.0% | -8.2% | +201.2% | +148.3% |
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