+62.5%
DVN vs ALLE
+146.0%
-83.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +4.0% | +2.8% |
| 7D | -0.1% | -2.2% | +2.1% | +1.1% |
| 30D | +8.0% | -8.3% | +16.3% | +13.1% |
| 3M | +11.9% | +16.3% | -4.3% | +0.5% |
| 6M | +10.6% | +1.8% | +8.8% | +6.2% |
| YTD | +35.4% | -3.9% | +39.3% | +34.2% |
| 1Y | +46.5% | -10.0% | +56.5% | +50.5% |
| 3Y | +3.0% | +45.8% | -42.9% | -25.3% |
| 5Y | +120.5% | +13.3% | +107.2% | +85.3% |
| 10Y | +62.5% | +155.3% | -92.8% | -9.7% |
| All | +62.5% | +146.0% | -83.5% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling