+251.2%
DVN vs AGG
+96.0%
+155.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +4.5% | -1.1% | +5.6% | +4.3% |
| 30D | +12.0% | -1.1% | +13.1% | +11.7% |
| 3M | +13.4% | -1.9% | +15.3% | +13.1% |
| 6M | +12.1% | -1.7% | +13.8% | +11.9% |
| YTD | +38.8% | -1.3% | +40.1% | +38.6% |
| 1Y | +46.0% | -0.7% | +46.8% | +45.9% |
| 3Y | +9.5% | +12.5% | -3.0% | +10.7% |
| 5Y | +125.3% | -2.5% | +127.7% | +123.2% |
| 10Y | +66.6% | +14.2% | +52.4% | +72.5% |
| All | +251.2% | +96.0% | +155.2% | +230.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling