+245.0%
DVN vs AGI
+5,453.2%
-5,208.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.0% |
| 7D | -0.1% | +2.2% | -2.3% | -0.4% |
| 30D | +8.0% | +11.3% | -3.3% | +6.5% |
| 3M | +11.9% | +5.6% | +6.3% | +10.4% |
| 6M | +10.6% | -27.7% | +38.3% | +13.5% |
| YTD | +35.4% | -4.1% | +39.5% | +33.3% |
| 1Y | +46.5% | +13.8% | +32.7% | +40.5% |
| 3Y | +3.0% | +217.0% | -214.1% | -14.9% |
| 5Y | +120.5% | +404.3% | -283.8% | +70.3% |
| 10Y | +62.5% | +400.5% | -338.0% | +16.4% |
| All | +245.0% | +5,453.2% | -5,208.1% | +83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling