+5.8%
DASH vs DVN
+294.5%
-288.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.7% | -6.0% | -5.4% |
| 7D | -11.2% | -1.3% | -9.9% | -11.0% |
| 30D | -7.3% | +12.6% | -19.9% | -9.1% |
| 3M | +31.4% | +8.1% | +23.3% | +29.1% |
| 6M | +11.9% | +10.2% | +1.7% | +8.8% |
| YTD | -11.5% | +33.8% | -45.3% | -17.3% |
| 1Y | -20.0% | +43.9% | -63.9% | -26.7% |
| 3Y | +143.9% | +1.7% | +142.2% | +133.5% |
| 5Y | -0.2% | +119.6% | -119.8% | -17.4% |
| All | +5.8% | +294.5% | -288.7% | -27.1% |
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