-8.5%
BX vs DVN
+39.9%
-48.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -7.3% | +13.6% | +4.7% |
| 7D | +8.3% | -13.9% | +22.2% | +5.3% |
| 30D | +13.5% | -8.0% | +21.6% | +11.8% |
| 3M | -7.6% | +0.8% | -8.4% | -7.5% |
| 6M | +4.0% | -12.8% | +16.8% | +3.6% |
| YTD | -15.2% | +22.7% | -37.9% | -19.9% |
| 1Y | -8.5% | +39.0% | -47.5% | -16.7% |
| All | -8.5% | +39.9% | -48.3% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling