+57.3%
DVN vs ARMK
+131.4%
-74.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.6% | +0.7% |
| 7D | +10.4% | +2.7% | +7.7% | +8.8% |
| 30D | -6.7% | -1.5% | -5.2% | -6.3% |
| 3M | +5.6% | -11.6% | +17.2% | +11.9% |
| 6M | +0.7% | +6.7% | -6.1% | -4.2% |
| YTD | +29.6% | +47.4% | -17.9% | +1.8% |
| 1Y | +36.3% | +41.5% | -5.2% | +9.3% |
| 3Y | +13.2% | +95.5% | -82.4% | -27.0% |
| 5Y | +38.6% | +108.4% | -69.8% | -16.8% |
| All | +57.3% | +131.4% | -74.1% | -12.9% |
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