+67.3%
DVN vs AGI
+392.3%
-325.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.4% |
| 7D | +4.5% | -2.7% | +7.2% | +4.8% |
| 30D | +12.0% | +7.2% | +4.7% | +11.1% |
| 3M | +13.4% | +4.3% | +9.1% | +12.5% |
| 6M | +12.1% | -27.1% | +39.2% | +14.7% |
| YTD | +38.8% | -6.6% | +45.4% | +37.4% |
| 1Y | +46.0% | +9.5% | +36.5% | +41.3% |
| 3Y | +9.5% | +208.4% | -199.0% | -8.3% |
| 5Y | +125.3% | +401.6% | -276.4% | +76.9% |
| All | +67.3% | +392.3% | -325.1% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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