+57.3%
DVN vs AR
+57.4%
-0.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +10.4% | +7.4% | +3.0% | +7.0% |
| 30D | -6.7% | +5.8% | -12.5% | -8.8% |
| 3M | +5.6% | +5.2% | +0.4% | +3.3% |
| 6M | +0.7% | +5.4% | -4.8% | -1.5% |
| YTD | +29.6% | +12.4% | +17.2% | +22.7% |
| 1Y | +36.3% | +12.8% | +23.5% | +28.6% |
| 3Y | +13.2% | +47.2% | -34.0% | -8.5% |
| 5Y | +38.6% | +101.1% | -62.5% | -5.5% |
| All | +57.3% | +57.4% | -0.1% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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