+291.9%
DVN vs A
+457.0%
-165.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | +1.5% | -1.9% | +3.4% | +2.0% |
| 30D | +14.2% | +6.9% | +7.3% | +12.1% |
| 3M | +5.2% | +9.2% | -4.0% | +2.5% |
| 6M | +11.9% | +25.7% | -13.8% | +3.9% |
| YTD | +32.8% | +11.5% | +21.3% | +27.0% |
| 1Y | +38.6% | +18.4% | +20.2% | +30.0% |
| 3Y | +0.5% | +26.6% | -26.1% | -8.4% |
| 5Y | +111.0% | -12.8% | +123.8% | +109.3% |
| 10Y | +56.1% | +247.2% | -191.1% | +12.1% |
| All | +291.9% | +457.0% | -165.2% | +101.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling