+36.3%
DVN vs AR
+11.3%
+25.0%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +10.4% | +7.4% | +3.0% | +5.7% |
| 30D | -6.7% | +5.8% | -12.5% | -9.4% |
| 3M | +5.6% | +5.2% | +0.4% | +2.6% |
| 6M | +0.7% | +5.4% | -4.8% | -2.5% |
| YTD | +29.6% | +12.4% | +17.2% | +24.2% |
| 1Y | +36.3% | +12.8% | +23.5% | +30.3% |
| All | +36.3% | +11.3% | +25.0% | +30.3% |
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