+504.4%
DVN vs ACI
+21.8%
+482.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +1.3% |
| 7D | -1.3% | -2.6% | +1.2% | -0.9% |
| 30D | +12.6% | +1.1% | +11.5% | +12.3% |
| 3M | +8.1% | -23.6% | +31.8% | +12.5% |
| 6M | +10.2% | -29.9% | +40.1% | +16.3% |
| YTD | +33.8% | -26.9% | +60.6% | +40.0% |
| 1Y | +43.9% | -34.2% | +78.1% | +53.3% |
| 3Y | +1.7% | -43.6% | +45.4% | +11.0% |
| 5Y | +119.6% | -42.4% | +162.0% | +133.3% |
| All | +504.4% | +21.8% | +482.6% | +521.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling