-32.7%
DVN vs ACWI
+339.1%
-371.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.8% | +3.0% |
| 7D | -8.8% | -0.2% | -8.7% | -9.0% |
| 30D | -10.0% | -3.3% | -6.8% | -6.6% |
| 3M | -3.7% | -3.4% | -0.3% | -0.3% |
| 6M | -3.5% | +0.8% | -4.3% | -7.1% |
| YTD | +20.8% | +10.7% | +10.1% | +0.5% |
| 1Y | +31.2% | +11.6% | +19.6% | +7.8% |
| 3Y | +5.0% | +73.4% | -68.4% | -52.6% |
| 5Y | +29.9% | +60.2% | -30.2% | -34.8% |
| 10Y | +45.5% | +221.6% | -176.1% | -66.8% |
| All | -32.7% | +339.1% | -371.8% | -89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling