+120.5%
DVN vs ALL
+115.1%
+5.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.1% | -2.2% | +2.1% | +0.7% |
| 30D | +8.0% | -5.6% | +13.6% | +10.1% |
| 3M | +11.9% | +17.2% | -5.3% | +4.9% |
| 6M | +10.6% | +23.2% | -12.6% | +1.4% |
| YTD | +35.4% | +23.6% | +11.8% | +23.3% |
| 1Y | +46.5% | +29.2% | +17.3% | +30.8% |
| 3Y | +3.0% | +153.8% | -150.9% | -35.4% |
| 5Y | +120.5% | +116.1% | +4.4% | +56.6% |
| All | +120.5% | +115.1% | +5.4% | +56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling