+118.0%
DVN vs ALC
+24.0%
+94.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.5% |
| 7D | +1.5% | -2.1% | +3.6% | +2.5% |
| 30D | +14.2% | -0.1% | +14.3% | +14.1% |
| 3M | +5.2% | +5.9% | -0.6% | +1.8% |
| 6M | +11.9% | -15.9% | +27.8% | +19.9% |
| YTD | +32.8% | -10.1% | +42.9% | +36.9% |
| 1Y | +38.6% | -10.2% | +48.8% | +42.3% |
| 3Y | +0.5% | -13.6% | +14.1% | +1.5% |
| 5Y | +111.0% | -15.1% | +126.2% | +110.2% |
| All | +118.0% | +24.0% | +94.0% | +53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling