+158.1%
DASH vs DVN
-0.2%
+158.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -4.5% |
| 7D | -10.6% | +1.5% | -12.1% | -10.7% |
| 30D | +2.2% | +14.2% | -12.0% | +0.9% |
| 3M | +32.3% | +5.2% | +27.0% | +31.4% |
| 6M | +19.1% | +11.9% | +7.2% | +16.1% |
| YTD | -6.5% | +32.8% | -39.3% | -12.2% |
| 1Y | -14.9% | +38.6% | -53.5% | -21.3% |
| All | +158.1% | -0.2% | +158.3% | +140.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling