+6.8%
DVN vs ALL
+151.8%
-145.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.1% | -2.2% | +2.1% | +0.4% |
| 30D | +8.0% | -5.6% | +13.6% | +9.4% |
| 3M | +11.9% | +17.2% | -5.3% | +7.4% |
| 6M | +10.6% | +23.2% | -12.6% | +4.7% |
| YTD | +35.4% | +23.6% | +11.8% | +27.6% |
| 1Y | +46.5% | +29.2% | +17.3% | +36.2% |
| All | +6.8% | +151.8% | -145.1% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 3y: compounded portfolio wealth divided by compounded ALL 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…
3y analysis · Full analysis span regression · 6 months rolling