+120.5%
DVN vs ALM
+958.0%
-837.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.1% | +5.3% | +1.3% |
| 7D | -0.1% | +3.6% | -3.7% | -0.2% |
| 30D | +8.0% | +33.8% | -25.8% | +7.4% |
| 3M | +11.9% | +14.8% | -2.8% | +11.5% |
| 6M | +10.6% | -7.0% | +17.6% | +10.4% |
| YTD | +35.4% | +108.1% | -72.7% | +30.9% |
| 1Y | +46.5% | +313.8% | -267.3% | +37.0% |
| 3Y | +3.0% | +2,227.6% | -2,224.7% | -16.4% |
| 5Y | +120.5% | +956.6% | -836.1% | +92.0% |
| All | +120.5% | +958.0% | -837.5% | +92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling