+118.6%
DVN vs AGI
+400.3%
-281.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | +4.5% | -2.7% | +7.2% | +4.8% |
| 30D | +12.0% | +7.2% | +4.7% | +10.9% |
| 3M | +13.4% | +4.3% | +9.1% | +12.3% |
| 6M | +12.1% | -27.1% | +39.2% | +16.3% |
| YTD | +38.8% | -6.6% | +45.4% | +36.1% |
| 1Y | +46.0% | +9.5% | +36.5% | +37.5% |
| 3Y | +9.5% | +208.4% | -199.0% | -25.2% |
| All | +118.6% | +400.3% | -281.7% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling