+36.7%
DVN vs ACM
+1.1%
+35.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | +10.4% | +5.6% | +4.7% | +8.0% |
| 30D | -6.7% | +20.8% | -27.5% | -13.6% |
| 3M | +5.6% | +11.4% | -5.8% | +0.4% |
| 6M | +0.7% | +0.9% | -0.3% | -1.6% |
| YTD | +29.6% | -24.8% | +54.4% | +43.2% |
| 1Y | +36.3% | -46.4% | +82.8% | +84.3% |
| 3Y | +13.2% | -9.2% | +22.4% | +2.4% |
| All | +36.7% | +1.1% | +35.6% | +14.0% |
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