+126.9%
DVN vs ALC
+17.1%
+109.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.9% | +3.4% |
| 7D | +2.5% | -7.7% | +10.2% | +6.3% |
| 30D | +10.2% | -11.7% | +21.9% | +16.4% |
| 3M | +8.1% | +0.7% | +7.4% | +7.1% |
| 6M | +15.9% | -17.1% | +33.0% | +24.7% |
| YTD | +38.2% | -15.1% | +53.4% | +46.2% |
| 1Y | +44.5% | -14.1% | +58.6% | +51.2% |
| 3Y | +5.1% | -18.2% | +23.3% | +8.7% |
| 5Y | +124.3% | -19.2% | +143.5% | +127.6% |
| All | +126.9% | +17.1% | +109.8% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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