+9.5%
DVN vs ACHR
-19.6%
+29.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | +0.3% |
| 7D | +4.5% | -2.3% | +6.8% | +4.6% |
| 30D | +12.0% | -11.3% | +23.3% | +12.4% |
| 3M | +13.4% | +5.3% | +8.1% | +12.8% |
| 6M | +12.1% | -13.2% | +25.3% | +12.3% |
| YTD | +38.8% | -25.8% | +64.6% | +40.1% |
| 1Y | +46.0% | -34.3% | +80.3% | +47.6% |
| 3Y | +9.5% | -19.9% | +29.4% | +11.6% |
| All | +9.5% | -19.6% | +29.1% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACHR.
Daily Out/Under-Performance
Portfolio return minus ACHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACHR 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 3y: compounded portfolio wealth divided by compounded ACHR 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…
3y analysis · Full analysis span regression · 6 months rolling