+67.3%
DVN vs ARMK
+146.1%
-78.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.7% | -1.2% |
| 7D | +4.5% | +3.1% | +1.4% | +2.8% |
| 30D | +12.0% | -2.8% | +14.8% | +13.4% |
| 3M | +13.4% | +7.6% | +5.8% | +8.3% |
| 6M | +12.1% | +47.9% | -35.8% | -11.0% |
| YTD | +38.8% | +60.0% | -21.2% | +4.9% |
| 1Y | +46.0% | +52.2% | -6.2% | +13.1% |
| 3Y | +9.5% | +131.4% | -121.9% | -35.6% |
| 5Y | +125.3% | +163.2% | -38.0% | +18.6% |
| All | +67.3% | +146.1% | -78.8% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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