+45.4%
DVN vs ACI
-34.5%
+79.9%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.2% |
| 7D | +2.5% | -7.1% | +9.6% | +3.1% |
| 30D | +10.2% | -4.5% | +14.7% | +10.5% |
| 3M | +8.1% | -22.3% | +30.4% | +10.7% |
| 6M | +15.9% | -28.4% | +44.3% | +20.6% |
| YTD | +38.2% | -29.5% | +67.8% | +43.8% |
| All | +45.4% | -34.5% | +79.9% | +57.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling