+661.1%
BX vs DVN
+69.2%
+591.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.4% |
| 7D | -5.6% | +4.5% | -10.1% | -6.7% |
| 30D | -12.2% | +12.0% | -24.2% | -15.0% |
| 3M | +7.4% | +13.4% | -6.0% | +3.2% |
| 6M | +22.2% | +12.1% | +10.1% | +16.5% |
| YTD | -14.0% | +38.8% | -52.8% | -23.1% |
| 1Y | -27.3% | +46.0% | -73.3% | -36.2% |
| 3Y | +24.5% | +9.5% | +15.1% | +16.4% |
| 5Y | +18.9% | +125.3% | -106.4% | -10.2% |
| All | +661.1% | +69.2% | +591.8% | +383.1% |
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 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