+56.1%
DVN vs ALLE
+208.6%
-152.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.4% | +3.1% |
| 7D | +7.8% | +1.6% | +6.2% | +6.9% |
| 30D | -7.9% | +24.1% | -32.0% | -19.1% |
| 3M | +3.7% | +14.8% | -11.1% | -5.1% |
| 6M | +0.2% | +45.9% | -45.7% | -22.0% |
| YTD | +28.6% | +20.7% | +7.8% | +11.0% |
| 1Y | +34.6% | +14.2% | +20.4% | +20.2% |
| 3Y | +11.8% | +90.7% | -78.9% | -31.4% |
| 5Y | +37.6% | +50.6% | -13.0% | -3.8% |
| All | +56.1% | +208.6% | -152.5% | -26.4% |
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