+62.5%
DVN vs ACGL
+270.1%
-207.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +0.9% |
| 7D | -0.1% | -2.1% | +2.0% | +1.1% |
| 30D | +8.0% | -2.2% | +10.1% | +9.2% |
| 3M | +11.9% | +6.3% | +5.6% | +7.3% |
| 6M | +10.6% | +0.5% | +10.1% | +8.8% |
| YTD | +35.4% | +0.2% | +35.2% | +32.9% |
| 1Y | +46.5% | +7.3% | +39.2% | +37.3% |
| 3Y | +3.0% | +30.8% | -27.9% | -19.3% |
| 5Y | +120.5% | +155.8% | -35.3% | +2.4% |
| 10Y | +62.5% | +276.3% | -213.9% | -31.1% |
| All | +62.5% | +270.1% | -207.7% | -31.1% |
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