+296.4%
ARM vs DVN
+3.4%
+293.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.4% | +4.3% |
| 7D | +5.5% | +1.5% | +4.0% | +5.0% |
| 30D | -8.2% | +14.2% | -22.4% | -11.7% |
| 3M | -35.9% | +5.2% | -41.2% | -37.3% |
| 6M | +103.1% | +11.9% | +91.2% | +87.6% |
| YTD | +130.6% | +32.8% | +97.8% | +94.3% |
| 1Y | +86.1% | +38.6% | +47.5% | +52.2% |
| All | +296.4% | +3.4% | +293.0% | +227.6% |
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