+32.8%
DVN vs ALM
+7,705.7%
-7,673.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.5% |
| 7D | +1.5% | -2.6% | +4.1% | +1.5% |
| 30D | +14.2% | +32.0% | -17.8% | +14.1% |
| 3M | +5.2% | -15.0% | +20.3% | +5.3% |
| 6M | +11.9% | -10.1% | +22.0% | +11.8% |
| YTD | +32.8% | +99.4% | -66.6% | +32.5% |
| 1Y | +38.6% | +316.4% | -277.8% | +38.0% |
| 3Y | +0.5% | +2,022.0% | -2,021.5% | -0.5% |
| 5Y | +111.0% | +941.2% | -830.1% | +109.1% |
| 10Y | +56.1% | +2,950.3% | -2,894.2% | +54.6% |
| All | +32.8% | +7,705.7% | -7,673.0% | +31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling