+41.5%
DVN vs AR
+22.7%
+18.8%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | -0.1% | -1.2% | +1.1% | +0.6% |
| 30D | +8.0% | +5.5% | +2.5% | +4.7% |
| 3M | +11.9% | +12.9% | -0.9% | +4.5% |
| 6M | +10.6% | +0.1% | +10.6% | +10.0% |
| YTD | +35.4% | +13.5% | +21.8% | +27.4% |
| All | +41.5% | +22.7% | +18.8% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling