+55.3%
DVN vs ACGL
+329.5%
-274.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +1.9% | -1.4% | +3.2% | +2.7% |
| 30D | -8.2% | +12.4% | -20.6% | -14.6% |
| 3M | -0.3% | +11.1% | -11.5% | -6.9% |
| 6M | -2.5% | +16.3% | -18.8% | -12.0% |
| YTD | +25.0% | +13.8% | +11.2% | +13.3% |
| 1Y | +31.1% | +20.4% | +10.7% | +14.5% |
| 3Y | +8.7% | +33.6% | -24.9% | -14.9% |
| 5Y | +33.3% | +176.8% | -143.5% | -41.2% |
| 10Y | +55.3% | +324.6% | -269.3% | -42.3% |
| All | +55.3% | +329.5% | -274.2% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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