+1,163.5%
C vs DVN
+1,159.9%
+3.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | +3.6% | +1.5% | +2.1% | +3.1% |
| 30D | +0.1% | +14.2% | -14.1% | -4.5% |
| 3M | +2.4% | +5.2% | -2.8% | -0.3% |
| 6M | +24.9% | +11.9% | +13.1% | +17.8% |
| YTD | +19.8% | +32.8% | -13.0% | +6.0% |
| 1Y | +44.9% | +38.6% | +6.3% | +25.6% |
| 3Y | +263.0% | +0.5% | +262.4% | +242.6% |
| 5Y | +129.5% | +111.0% | +18.5% | +57.1% |
| 10Y | +291.6% | +56.1% | +235.5% | +144.4% |
| All | +1,163.5% | +1,159.9% | +3.6% | +514.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling