+66.6%
DVN vs AG
+73.4%
-6.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.9% | +7.0% | +2.7% |
| 7D | +2.5% | -5.8% | +8.3% | +3.2% |
| 30D | +10.2% | +6.4% | +3.8% | +9.1% |
| 3M | +8.1% | +28.4% | -20.3% | +3.8% |
| 6M | +15.9% | -24.5% | +40.3% | +17.9% |
| YTD | +38.2% | +21.2% | +17.1% | +29.5% |
| 1Y | +44.5% | +114.1% | -69.6% | +22.3% |
| 3Y | +5.1% | +268.0% | -262.9% | -22.7% |
| 5Y | +124.3% | +67.3% | +57.0% | +81.2% |
| All | +66.6% | +73.4% | -6.9% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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