-5.2%
DASH vs DVN
+246.2%
-251.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.4% | +0.1% |
| 7D | +0.4% | -19.1% | +19.4% | +3.2% |
| 30D | -6.0% | -11.8% | +5.8% | -4.7% |
| 3M | -15.8% | -1.5% | -14.3% | -16.2% |
| 6M | +7.0% | -8.2% | +15.2% | +7.1% |
| YTD | -20.7% | +17.4% | -38.1% | -24.9% |
| 1Y | -8.5% | +33.5% | -42.0% | -15.8% |
| 3Y | +101.8% | -0.3% | +102.1% | +92.0% |
| 5Y | -9.6% | +22.7% | -32.3% | -17.1% |
| All | -5.2% | +246.2% | -251.4% | -33.7% |
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