+6.8%
DVN vs ACI
-45.1%
+51.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.4% |
| 7D | -0.1% | -5.0% | +4.9% | +0.4% |
| 30D | +8.0% | -2.3% | +10.3% | +8.2% |
| 3M | +11.9% | -23.2% | +35.1% | +15.0% |
| 6M | +10.6% | -29.5% | +40.1% | +15.3% |
| YTD | +35.4% | -28.6% | +64.0% | +40.6% |
| 1Y | +46.5% | -34.0% | +80.5% | +53.8% |
| All | +6.8% | -45.1% | +51.8% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling