+38.6%
DVN vs ALM
+318.3%
-279.7%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.6% |
| 7D | +1.5% | -2.6% | +4.1% | +1.4% |
| 30D | +14.2% | +32.0% | -17.8% | +15.5% |
| 3M | +5.2% | -15.0% | +20.3% | +5.5% |
| 6M | +11.9% | -10.1% | +22.0% | +13.2% |
| YTD | +32.8% | +99.4% | -66.6% | +35.6% |
| 1Y | +38.6% | +316.4% | -277.8% | +41.6% |
| All | +38.6% | +318.3% | -279.7% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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