+62.5%
DVN vs ACWI
+226.5%
-164.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +2.0% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | +8.0% | -0.6% | +8.6% | +8.6% |
| 3M | +11.9% | +4.3% | +7.7% | +4.0% |
| 6M | +10.6% | +12.7% | -2.0% | -10.2% |
| YTD | +35.4% | +13.9% | +21.4% | +7.6% |
| 1Y | +46.5% | +20.5% | +25.9% | +6.4% |
| 3Y | +3.0% | +76.5% | -73.6% | -58.8% |
| 5Y | +120.5% | +67.5% | +53.0% | -3.8% |
| 10Y | +62.5% | +231.8% | -169.4% | -72.5% |
| All | +62.5% | +226.5% | -164.1% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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