+22.1%
DVN vs ACGL
+168.9%
-146.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | -12.8% | -1.1% | -11.7% | -12.6% |
| 30D | -12.1% | +13.1% | -25.3% | -15.8% |
| 3M | -0.7% | +9.8% | -10.5% | -4.0% |
| 6M | -5.8% | +15.3% | -21.0% | -10.7% |
| YTD | +17.9% | +12.7% | +5.2% | +12.1% |
| 1Y | +29.0% | +20.7% | +8.3% | +19.4% |
| 3Y | +6.0% | +34.3% | -28.3% | -7.7% |
| 5Y | +22.1% | +170.6% | -148.5% | -34.8% |
| All | +22.1% | +168.9% | -146.7% | -34.8% |
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