+120.5%
DVN vs ACM
+2.7%
+117.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +2.5% |
| 7D | -0.1% | -3.7% | +3.6% | +1.5% |
| 30D | +8.0% | -12.7% | +20.6% | +13.7% |
| 3M | +11.9% | -9.8% | +21.7% | +15.1% |
| 6M | +10.6% | -31.4% | +42.0% | +29.7% |
| YTD | +35.4% | -32.1% | +67.5% | +57.0% |
| 1Y | +46.5% | -47.8% | +94.3% | +97.1% |
| 3Y | +3.0% | -22.1% | +25.0% | +1.6% |
| 5Y | +120.5% | +1.8% | +118.7% | +81.6% |
| All | +120.5% | +2.7% | +117.8% | +81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling