+119.6%
DVN vs ACGL
+158.6%
-39.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.5% |
| 7D | -1.3% | -2.9% | +1.6% | -0.3% |
| 30D | +12.6% | -2.8% | +15.4% | +13.6% |
| 3M | +8.1% | +6.8% | +1.3% | +5.3% |
| 6M | +10.2% | -1.5% | +11.7% | +10.0% |
| YTD | +33.8% | -0.2% | +34.0% | +32.6% |
| 1Y | +43.9% | +5.3% | +38.6% | +39.4% |
| 3Y | +1.7% | +30.3% | -28.5% | -12.3% |
| 5Y | +119.6% | +151.8% | -32.2% | +22.9% |
| All | +119.6% | +158.6% | -39.0% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling