+67.3%
DVN vs AA
+122.9%
-55.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +4.5% | -3.4% | +7.9% | +5.9% |
| 30D | +12.0% | -5.8% | +17.7% | +14.3% |
| 3M | +13.4% | -29.9% | +43.3% | +30.0% |
| 6M | +12.1% | -27.0% | +39.1% | +21.9% |
| YTD | +38.8% | -8.7% | +47.5% | +33.5% |
| 1Y | +46.0% | +50.6% | -4.6% | +8.2% |
| 3Y | +9.5% | +74.1% | -64.6% | -32.9% |
| 5Y | +125.3% | +2.6% | +122.7% | +57.1% |
| All | +67.3% | +122.9% | -55.6% | -46.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling