+57.3%
DVN vs ALM
+2,100.8%
-2,043.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.7% | -7.0% | +0.5% |
| 7D | +10.4% | +1.2% | +9.1% | +10.3% |
| 30D | -6.7% | -19.3% | +12.6% | -6.1% |
| 3M | +5.6% | -40.6% | +46.3% | +7.1% |
| 6M | +0.7% | -57.9% | +58.6% | +2.9% |
| YTD | +29.6% | -6.7% | +36.3% | +26.9% |
| 1Y | +36.3% | +20.2% | +16.1% | +31.6% |
| 3Y | +13.2% | +879.4% | -866.3% | -5.5% |
| 5Y | +38.6% | +415.3% | -376.7% | +17.7% |
| All | +57.3% | +2,100.8% | -2,043.5% | +39.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling