+9.0%
DVN vs AA
+73.4%
-64.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.8% | +6.9% | +3.1% |
| 7D | +2.5% | -5.4% | +7.9% | +3.6% |
| 30D | +10.2% | -10.7% | +20.9% | +12.4% |
| 3M | +8.1% | -26.2% | +34.3% | +14.3% |
| 6M | +15.9% | -20.9% | +36.8% | +18.5% |
| YTD | +38.2% | -8.6% | +46.9% | +34.7% |
| 1Y | +44.5% | +57.4% | -12.9% | +18.9% |
| All | +9.0% | +73.4% | -64.3% | -17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling