+247.6%
DIA vs DVN
+69.2%
+178.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.5% | +0.9% |
| 7D | -1.6% | +4.5% | -6.1% | -2.3% |
| 30D | -2.0% | +12.0% | -14.0% | -4.0% |
| 3M | +3.6% | +13.4% | -9.8% | +1.0% |
| 6M | +11.5% | +12.1% | -0.6% | +8.3% |
| YTD | +10.4% | +38.8% | -28.5% | +2.7% |
| 1Y | +15.6% | +46.0% | -30.5% | +6.2% |
| 3Y | +58.9% | +9.5% | +49.4% | +51.4% |
| 5Y | +65.3% | +125.3% | -59.9% | +31.8% |
| All | +247.6% | +69.2% | +178.4% | +137.8% |
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