+57.3%
DIA vs DVN
+4.2%
+53.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.8% | -0.9% |
| 7D | -3.0% | +2.5% | -5.5% | -3.3% |
| 30D | -3.0% | +10.2% | -13.2% | -4.1% |
| 3M | +4.5% | +8.1% | -3.6% | +3.4% |
| 6M | +9.8% | +15.9% | -6.1% | +6.7% |
| YTD | +9.3% | +38.2% | -29.0% | +2.6% |
| 1Y | +16.0% | +44.5% | -28.5% | +7.5% |
| All | +57.3% | +4.2% | +53.2% | +48.3% |
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