+1,171.8%
DVN vs AA
+295.2%
+876.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.7% |
| 7D | +1.5% | -0.7% | +2.2% | +1.8% |
| 30D | +14.2% | +5.0% | +9.2% | +11.5% |
| 3M | +5.2% | -35.8% | +41.1% | +23.1% |
| 6M | +11.9% | -18.4% | +30.3% | +15.7% |
| YTD | +32.8% | -5.5% | +38.3% | +27.2% |
| 1Y | +38.6% | +61.0% | -22.4% | +3.9% |
| 3Y | +0.5% | +66.2% | -65.7% | -32.2% |
| 5Y | +111.0% | +11.4% | +99.6% | +53.9% |
| 10Y | +56.1% | +116.9% | -60.7% | -24.0% |
| All | +1,171.8% | +295.2% | +876.7% | +410.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling