+11.7%
DASH vs DVN
+291.7%
-280.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -4.4% |
| 7D | -10.6% | +1.5% | -12.1% | -10.8% |
| 30D | +2.2% | +14.2% | -12.0% | 0.0% |
| 3M | +32.3% | +5.2% | +27.0% | +30.5% |
| 6M | +19.1% | +11.9% | +7.2% | +15.5% |
| YTD | -6.5% | +32.8% | -39.3% | -12.6% |
| 1Y | -14.9% | +38.6% | -53.5% | -21.4% |
| 3Y | +151.9% | +0.5% | +151.4% | +141.7% |
| 5Y | +9.4% | +111.0% | -101.6% | -8.7% |
| All | +11.7% | +291.7% | -280.0% | -22.9% |
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