+282.2%
DVN vs A
+543.3%
-261.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.6% |
| 7D | +10.4% | -0.5% | +10.8% | +10.4% |
| 30D | -6.7% | 0.0% | -6.7% | -6.9% |
| 3M | +5.6% | +16.7% | -11.1% | +1.0% |
| 6M | +0.7% | +54.8% | -54.2% | -11.3% |
| YTD | +29.6% | +28.8% | +0.8% | +18.9% |
| 1Y | +36.3% | +19.3% | +17.0% | +27.5% |
| 3Y | +13.2% | +65.5% | -52.4% | -4.1% |
| 5Y | +38.6% | +12.1% | +26.5% | +28.6% |
| 10Y | +60.9% | +305.4% | -244.5% | +10.5% |
| All | +282.2% | +543.3% | -261.0% | +89.0% |
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