+12.3%
DVN vs ALL
+117.0%
-104.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.1% | +2.5% |
| 7D | +7.8% | 0.0% | +7.8% | +7.8% |
| 30D | -7.9% | +12.8% | -20.7% | -10.4% |
| 3M | +3.7% | +4.7% | -1.0% | +2.4% |
| 6M | +0.2% | +24.9% | -24.7% | -5.0% |
| YTD | +28.6% | +30.0% | -1.4% | +20.3% |
| 1Y | +34.6% | +29.9% | +4.7% | +26.0% |
| All | +12.3% | +117.0% | -104.7% | +8.1% |
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