+1,140.6%
DVN vs AA
+215.1%
+925.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.5% | +1.5% |
| 7D | +10.4% | +0.5% | +9.8% | +9.9% |
| 30D | -6.7% | -0.6% | -6.1% | -7.0% |
| 3M | +5.6% | -19.7% | +25.3% | +13.8% |
| 6M | +0.7% | -41.6% | +42.2% | +19.9% |
| YTD | +29.6% | -24.6% | +54.2% | +34.5% |
| 1Y | +36.3% | +4.9% | +31.5% | +22.5% |
| 3Y | +13.2% | +66.8% | -53.7% | -23.9% |
| 5Y | +38.6% | -19.4% | +58.0% | +15.9% |
| 10Y | +60.9% | +43.1% | +17.8% | -8.3% |
| All | +1,140.6% | +215.1% | +925.6% | +440.2% |
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 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