-18.6%
DRAM vs DVN
-1.8%
-16.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +3.5% | +6.8% | +11.0% |
| 7D | -0.6% | +1.9% | -2.5% | -0.4% |
| 30D | -18.0% | -8.2% | -9.8% | -20.3% |
| 3M | -11.9% | -0.3% | -11.5% | -9.8% |
| 6M | -18.6% | -2.5% | -16.1% | -14.9% |
| All | -18.6% | -1.8% | -16.7% | -14.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling