+120.2%
BKR vs DVN
+69.2%
+50.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -7.0% | +4.5% | -11.5% | -9.2% |
| 30D | -8.1% | +12.0% | -20.1% | -13.5% |
| 3M | -6.6% | +13.4% | -20.0% | -13.1% |
| 6M | +0.9% | +12.1% | -11.2% | -6.6% |
| YTD | +31.1% | +38.8% | -7.7% | +8.0% |
| 1Y | +27.7% | +46.0% | -18.3% | +2.0% |
| 3Y | +71.2% | +9.5% | +61.7% | +55.8% |
| 5Y | +177.6% | +125.3% | +52.4% | +66.7% |
| All | +120.2% | +69.2% | +50.9% | +15.5% |
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