+20.7%
DVN vs AR
-27.2%
+47.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.2% |
| 7D | +1.5% | +2.5% | -1.0% | +0.4% |
| 30D | +14.2% | +14.8% | -0.6% | +7.2% |
| 3M | +5.2% | +6.2% | -1.0% | +2.4% |
| 6M | +11.9% | +4.3% | +7.6% | +9.9% |
| YTD | +32.8% | +14.4% | +18.5% | +24.4% |
| 1Y | +38.6% | +21.3% | +17.2% | +25.7% |
| 3Y | +0.5% | +39.8% | -39.3% | -18.1% |
| 5Y | +111.0% | +142.1% | -31.0% | +29.0% |
| 10Y | +56.1% | +52.0% | +4.1% | +9.6% |
| All | +20.7% | -27.2% | +47.9% | +10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling