+38.6%
DVN vs AA
+63.2%
-24.6%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -1.5% |
| 7D | +1.5% | -0.7% | +2.2% | +1.5% |
| 30D | +14.2% | +5.0% | +9.2% | +14.2% |
| 3M | +5.2% | -35.8% | +41.1% | +5.9% |
| 6M | +11.9% | -18.4% | +30.3% | +11.9% |
| YTD | +32.8% | -5.5% | +38.3% | +30.7% |
| 1Y | +38.6% | +61.0% | -22.4% | +35.5% |
| All | +38.6% | +63.2% | -24.6% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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