+45.5%
C vs DVN
+49.4%
-3.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.9% |
| 7D | +0.3% | +2.5% | -2.3% | +0.7% |
| 30D | +2.0% | +10.2% | -8.2% | +3.7% |
| 3M | +4.4% | +8.1% | -3.7% | +6.2% |
| 6M | +28.3% | +15.9% | +12.5% | +30.6% |
| YTD | +20.5% | +38.2% | -17.8% | +22.9% |
| 1Y | +45.5% | +44.5% | +1.1% | +47.4% |
| All | +45.5% | +49.4% | -3.8% | +47.4% |
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