+5.0%
DVN vs AR
+42.3%
-37.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.3% | -1.5% | +0.7% |
| 7D | -8.8% | -5.8% | -3.1% | -6.1% |
| 30D | -10.0% | +4.8% | -14.9% | -11.9% |
| 3M | -3.7% | +1.5% | -5.2% | -4.3% |
| 6M | -3.5% | +4.7% | -8.2% | -5.5% |
| YTD | +20.8% | +9.2% | +11.6% | +15.8% |
| 1Y | +31.2% | +11.2% | +20.1% | +24.6% |
| 3Y | +5.0% | +46.2% | -41.3% | -11.2% |
| All | +5.0% | +42.3% | -37.3% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling