+21.7%
DVN vs ALLE
+260.9%
-239.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -2.1% |
| 7D | +1.5% | -0.2% | +1.7% | +1.5% |
| 30D | +14.2% | -6.8% | +21.0% | +18.6% |
| 3M | +5.2% | +21.0% | -15.8% | -7.7% |
| 6M | +11.9% | +1.1% | +10.8% | +8.0% |
| YTD | +32.8% | -0.5% | +33.4% | +29.0% |
| 1Y | +38.6% | -7.3% | +45.8% | +39.9% |
| 3Y | +0.5% | +42.3% | -41.7% | -25.3% |
| 5Y | +111.0% | +13.5% | +97.6% | +77.5% |
| 10Y | +56.1% | +144.0% | -87.9% | -18.9% |
| All | +21.7% | +260.9% | -239.2% | -45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling