-26.4%
ARM vs DVN
-9.9%
-16.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.3% | +4.2% |
| 7D | -15.2% | -19.1% | +3.8% | -22.6% |
| 30D | -40.7% | -11.8% | -28.8% | -42.9% |
| 3M | -39.1% | -1.5% | -37.6% | -36.7% |
| 6M | -26.4% | -8.2% | -18.2% | -22.1% |
| All | -26.4% | -9.9% | -16.5% | -22.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling