+67.3%
DVN vs AR
+41.9%
+25.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +1.2% |
| 7D | +4.5% | -2.5% | +7.0% | +5.7% |
| 30D | +12.0% | +2.5% | +9.4% | +10.6% |
| 3M | +13.4% | +12.3% | +1.1% | +7.7% |
| 6M | +12.1% | -3.1% | +15.2% | +13.8% |
| YTD | +38.8% | +11.5% | +27.3% | +31.8% |
| 1Y | +46.0% | +17.0% | +29.0% | +35.1% |
| 3Y | +9.5% | +47.3% | -37.8% | -11.8% |
| 5Y | +125.3% | +141.2% | -16.0% | +42.1% |
| All | +67.3% | +41.9% | +25.4% | +38.0% |
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