+56.1%
DVN vs ACWI
+225.4%
-169.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.6% |
| 7D | +7.8% | +2.7% | +5.1% | +3.9% |
| 30D | -7.9% | -2.6% | -5.3% | -5.2% |
| 3M | +3.7% | -3.2% | +6.9% | +7.1% |
| 6M | +0.2% | +1.9% | -1.7% | -5.2% |
| YTD | +28.6% | +11.3% | +17.2% | +4.4% |
| 1Y | +34.6% | +11.7% | +22.9% | +8.5% |
| 3Y | +11.8% | +74.4% | -62.6% | -54.9% |
| 5Y | +37.6% | +59.5% | -21.9% | -35.9% |
| All | +56.1% | +225.4% | -169.3% | -70.9% |
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