+46.0%
DVN vs A
+18.0%
+28.0%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.2% | +0.7% |
| 7D | +4.5% | -2.6% | +7.1% | +4.2% |
| 30D | +12.0% | -0.9% | +12.9% | +12.0% |
| 3M | +13.4% | +13.6% | -0.2% | +15.6% |
| 6M | +12.1% | +27.8% | -15.7% | +16.1% |
| YTD | +38.8% | +8.6% | +30.2% | +44.0% |
| 1Y | +46.0% | +16.9% | +29.2% | +50.3% |
| All | +46.0% | +18.0% | +28.0% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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