+602.1%
DVN vs ALL
+3,667.9%
-3,065.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.0% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | +14.2% | -1.5% | +15.7% | +14.7% |
| 3M | +5.2% | +23.6% | -18.4% | -3.9% |
| 6M | +11.9% | +22.3% | -10.5% | +2.4% |
| YTD | +32.8% | +26.5% | +6.3% | +19.5% |
| 1Y | +38.6% | +27.0% | +11.6% | +24.3% |
| 3Y | +0.5% | +149.6% | -149.1% | -32.9% |
| 5Y | +111.0% | +118.1% | -7.0% | +47.1% |
| 10Y | +56.1% | +369.0% | -312.8% | -14.0% |
| All | +602.1% | +3,667.9% | -3,065.7% | +159.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling