+57.3%
DVN vs ACM
+132.6%
-75.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.4% |
| 7D | +10.4% | +5.6% | +4.7% | +6.1% |
| 30D | -6.7% | +20.8% | -27.5% | -18.9% |
| 3M | +5.6% | +11.4% | -5.8% | -4.0% |
| 6M | +0.7% | +0.9% | -0.3% | -4.4% |
| YTD | +29.6% | -24.8% | +54.4% | +47.6% |
| 1Y | +36.3% | -46.4% | +82.8% | +101.5% |
| 3Y | +13.2% | -9.2% | +22.4% | +2.9% |
| 5Y | +38.6% | +5.0% | +33.6% | +8.7% |
| All | +57.3% | +132.6% | -75.3% | -28.9% |
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