+228.9%
ARM vs DVN
-2.4%
+231.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.3% | +5.1% |
| 7D | -15.2% | -19.1% | +3.8% | -10.8% |
| 30D | -40.7% | -11.8% | -28.8% | -38.9% |
| 3M | -39.1% | -1.5% | -37.6% | -39.5% |
| 6M | -26.4% | -8.2% | -18.2% | -26.1% |
| YTD | +59.7% | +17.4% | +42.3% | +37.8% |
| 1Y | +10.3% | +33.5% | -23.1% | -11.9% |
| 3Y | +228.9% | -0.3% | +229.2% | +152.1% |
| All | +228.9% | -2.4% | +231.3% | +152.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling