+124.3%
DVN vs ACI
-44.6%
+168.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.3% |
| 7D | +2.5% | -7.1% | +9.6% | +3.8% |
| 30D | +10.2% | -4.5% | +14.7% | +10.9% |
| 3M | +8.1% | -22.3% | +30.4% | +12.1% |
| 6M | +15.9% | -28.4% | +44.3% | +22.0% |
| YTD | +38.2% | -29.5% | +67.8% | +45.9% |
| 1Y | +44.5% | -34.2% | +78.7% | +54.3% |
| 3Y | +5.1% | -45.7% | +50.8% | +16.4% |
| 5Y | +124.3% | -40.8% | +165.1% | +138.6% |
| All | +124.3% | -44.6% | +168.9% | +138.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling