+67.3%
DVN vs AGG
+14.2%
+53.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +4.5% | -1.1% | +5.6% | +4.6% |
| 30D | +12.0% | -1.1% | +13.1% | +12.1% |
| 3M | +13.4% | -1.9% | +15.3% | +13.6% |
| 6M | +12.1% | -1.7% | +13.8% | +12.2% |
| YTD | +38.8% | -1.3% | +40.1% | +38.8% |
| 1Y | +46.0% | -0.7% | +46.8% | +45.8% |
| 3Y | +9.5% | +12.5% | -3.0% | +4.9% |
| 5Y | +125.3% | -2.5% | +127.7% | +133.2% |
| All | +67.3% | +14.2% | +53.1% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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