+207.2%
C vs DVN
+60.4%
+146.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -3.0% | -1.1% |
| 7D | +4.7% | +7.8% | -3.1% | +2.0% |
| 30D | +0.2% | -7.9% | +8.1% | +2.6% |
| 3M | -9.3% | +3.7% | -13.1% | -11.3% |
| 6M | -0.8% | +0.2% | -1.0% | -2.9% |
| YTD | +8.5% | +28.6% | -20.1% | -4.5% |
| 1Y | +23.1% | +34.6% | -11.5% | +6.2% |
| 3Y | +220.8% | +11.8% | +209.0% | +188.5% |
| 5Y | +112.4% | +37.6% | +74.8% | +62.4% |
| All | +207.2% | +60.4% | +146.8% | +47.2% |
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