+8.0%
DVN vs AG
+255.2%
-247.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.1% |
| 7D | +10.4% | -10.0% | +20.3% | +12.1% |
| 30D | -6.7% | -10.5% | +3.8% | -5.5% |
| 3M | +5.6% | -27.3% | +32.9% | +10.0% |
| 6M | +0.7% | -43.0% | +43.7% | +7.6% |
| YTD | +29.6% | -17.9% | +47.5% | +26.1% |
| 1Y | +36.3% | +11.9% | +24.4% | +24.9% |
| 3Y | +13.2% | +201.8% | -188.7% | -19.3% |
| 5Y | +38.6% | -0.1% | +38.7% | +16.1% |
| 10Y | +60.9% | +72.7% | -11.8% | +4.9% |
| All | +8.0% | +255.2% | -247.2% | -60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling