+119.6%
DVN vs ALLE
+17.0%
+102.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -1.3% | +2.8% | -4.1% | -2.2% |
| 30D | +12.6% | -7.6% | +20.2% | +15.4% |
| 3M | +8.1% | +22.8% | -14.6% | -0.5% |
| 6M | +10.2% | +4.6% | +5.6% | +7.2% |
| YTD | +33.8% | -1.2% | +35.0% | +33.1% |
| 1Y | +43.9% | -9.1% | +53.0% | +48.0% |
| 3Y | +1.7% | +50.0% | -48.2% | -17.8% |
| 5Y | +119.6% | +15.2% | +104.4% | +128.6% |
| All | +119.6% | +17.0% | +102.6% | +128.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling