+66.6%
DVN vs ACM
+131.7%
-65.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +3.3% |
| 7D | +2.5% | -5.9% | +8.4% | +6.8% |
| 30D | +10.2% | -6.2% | +16.4% | +13.8% |
| 3M | +8.1% | -7.9% | +16.0% | +11.1% |
| 6M | +15.9% | -30.6% | +46.5% | +43.4% |
| YTD | +38.2% | -33.3% | +71.5% | +72.4% |
| 1Y | +44.5% | -49.2% | +93.7% | +118.6% |
| 3Y | +5.1% | -23.5% | +28.6% | +10.1% |
| 5Y | +124.3% | +0.9% | +123.4% | +82.8% |
| All | +66.6% | +131.7% | -65.1% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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