+18.4%
BX vs DVN
+120.4%
-101.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.3% |
| 7D | -5.6% | +4.5% | -10.1% | -6.9% |
| 30D | -12.2% | +12.0% | -24.2% | -15.3% |
| 3M | +7.4% | +13.4% | -6.0% | +2.7% |
| 6M | +22.2% | +12.1% | +10.1% | +15.5% |
| YTD | -14.0% | +38.8% | -52.8% | -25.0% |
| 1Y | -27.3% | +46.0% | -73.3% | -38.1% |
| 3Y | +24.5% | +9.5% | +15.1% | +13.6% |
| All | +18.4% | +120.4% | -101.9% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling