+614.5%
DVN vs ACGL
+4,429.2%
-3,814.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -0.9% |
| 7D | +1.5% | -0.7% | +2.2% | +1.8% |
| 30D | +14.2% | -1.0% | +15.2% | +14.5% |
| 3M | +5.2% | +11.0% | -5.8% | +1.1% |
| 6M | +11.9% | -0.3% | +12.2% | +11.2% |
| YTD | +32.8% | +2.3% | +30.6% | +30.7% |
| 1Y | +38.6% | +6.4% | +32.2% | +34.3% |
| 3Y | +0.5% | +34.0% | -33.4% | -11.9% |
| 5Y | +111.0% | +161.6% | -50.6% | +44.4% |
| 10Y | +56.1% | +278.6% | -222.5% | -2.3% |
| All | +614.5% | +4,429.2% | -3,814.7% | +189.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling