+62.5%
DRAM vs DVN
-11.1%
+73.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -7.3% | +2.0% | -7.7% |
| 7D | -16.6% | -13.9% | -2.7% | -21.0% |
| 30D | -26.9% | -8.0% | -18.8% | -28.4% |
| 3M | -17.8% | +0.8% | -18.6% | -15.1% |
| 6M | +6.2% | -12.8% | +19.0% | +2.6% |
| All | +62.5% | -11.1% | +73.6% | +61.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling