+485.4%
DVN vs ACI
+32.8%
+452.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +0.9% |
| 7D | +10.4% | +2.3% | +8.1% | +9.9% |
| 30D | -6.7% | +1.2% | -7.9% | -7.0% |
| 3M | +5.6% | +6.8% | -1.2% | +4.1% |
| 6M | +0.7% | -18.7% | +19.4% | +3.4% |
| YTD | +29.6% | -20.2% | +49.8% | +33.3% |
| 1Y | +36.3% | -23.7% | +60.0% | +41.4% |
| 3Y | +13.2% | -31.6% | +44.8% | +18.9% |
| 5Y | +38.6% | -42.8% | +81.4% | +47.5% |
| All | +485.4% | +32.8% | +452.6% | +491.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling