+46.5%
DVN vs ALLE
-11.2%
+57.6%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +4.0% | +0.8% |
| 7D | -0.1% | -2.2% | +2.1% | -0.4% |
| 30D | +8.0% | -8.3% | +16.3% | +6.6% |
| 3M | +11.9% | +16.3% | -4.3% | +13.2% |
| 6M | +10.6% | +1.8% | +8.8% | +14.6% |
| YTD | +35.4% | -3.9% | +39.3% | +42.6% |
| 1Y | +46.5% | -10.0% | +56.5% | +55.1% |
| All | +46.5% | -11.2% | +57.6% | +55.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling