+11.5%
DVN vs AG
+439.9%
-428.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.8% | +0.9% |
| 7D | -1.3% | +4.5% | -5.8% | -2.1% |
| 30D | +12.6% | +12.9% | -0.3% | +10.1% |
| 3M | +8.1% | +20.9% | -12.8% | +3.5% |
| 6M | +10.2% | -19.5% | +29.7% | +11.0% |
| YTD | +33.8% | +24.8% | +9.0% | +22.7% |
| 1Y | +43.9% | +120.2% | -76.3% | +17.1% |
| 3Y | +1.7% | +279.0% | -277.3% | -29.6% |
| 5Y | +119.6% | +67.9% | +51.7% | +69.7% |
| 10Y | +53.7% | +57.5% | -3.8% | +3.7% |
| All | +11.5% | +439.9% | -428.4% | -61.8% |
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