+521.9%
BKR vs DVN
+1,211.3%
-689.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.1% | -8.8% | -7.8% |
| 7D | -6.7% | +2.5% | -9.2% | -8.0% |
| 30D | -8.3% | +10.2% | -18.5% | -13.2% |
| 3M | -5.4% | +8.1% | -13.5% | -10.0% |
| 6M | +0.8% | +15.9% | -15.1% | -8.7% |
| YTD | +31.8% | +38.2% | -6.4% | +8.0% |
| 1Y | +28.6% | +44.5% | -15.9% | +2.3% |
| 3Y | +71.2% | +5.1% | +66.1% | +58.4% |
| 5Y | +179.2% | +124.3% | +54.9% | +62.2% |
| 10Y | +124.0% | +65.9% | +58.0% | +20.6% |
| All | +521.9% | +1,211.3% | -689.4% | +102.3% |
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 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