+292.4%
C vs DVN
+69.2%
+223.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +0.8% | +4.5% | -3.7% | -0.7% |
| 30D | +0.9% | +12.0% | -11.1% | -3.1% |
| 3M | +1.1% | +13.4% | -12.3% | -4.0% |
| 6M | +28.4% | +12.1% | +16.3% | +20.8% |
| YTD | +20.8% | +38.8% | -18.1% | +4.4% |
| 1Y | +43.4% | +46.0% | -2.6% | +20.9% |
| 3Y | +274.9% | +9.5% | +265.4% | +242.1% |
| 5Y | +136.7% | +125.3% | +11.4% | +49.9% |
| All | +292.4% | +69.2% | +223.2% | +85.9% |
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