+44.5%
DVN vs ALC
-15.7%
+60.2%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.9% | +2.2% |
| 7D | +2.5% | -7.7% | +10.2% | +2.8% |
| 30D | +10.2% | -11.7% | +21.9% | +10.6% |
| 3M | +8.1% | +0.7% | +7.4% | +8.0% |
| 6M | +15.9% | -17.1% | +33.0% | +17.2% |
| YTD | +38.2% | -15.1% | +53.4% | +38.7% |
| 1Y | +44.5% | -14.1% | +58.6% | +42.5% |
| All | +44.5% | -15.7% | +60.2% | +42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling