+311.1%
DVN vs ACHR
-45.8%
+356.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.7% | +6.9% | +1.5% |
| 7D | -0.1% | -2.7% | +2.6% | 0.0% |
| 30D | +8.0% | -12.1% | +20.1% | +8.6% |
| 3M | +11.9% | +3.4% | +8.5% | +11.0% |
| 6M | +10.6% | -15.6% | +26.3% | +10.8% |
| YTD | +35.4% | -26.9% | +62.2% | +36.6% |
| 1Y | +46.5% | -34.8% | +81.2% | +47.9% |
| 3Y | +3.0% | -19.2% | +22.2% | -2.2% |
| 5Y | +120.5% | -43.8% | +164.3% | +102.8% |
| All | +311.1% | -45.8% | +356.9% | +255.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling