+124.3%
DVN vs ARMK
+147.8%
-23.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.2% |
| 7D | +2.5% | -0.9% | +3.4% | +2.8% |
| 30D | +10.2% | -5.9% | +16.1% | +12.5% |
| 3M | +8.1% | +6.7% | +1.4% | +5.0% |
| 6M | +15.9% | +42.5% | -26.7% | -0.7% |
| YTD | +38.2% | +55.1% | -16.9% | +13.8% |
| 1Y | +44.5% | +50.3% | -5.8% | +20.3% |
| 3Y | +5.1% | +122.2% | -117.0% | -29.1% |
| 5Y | +124.3% | +155.2% | -30.9% | +36.1% |
| All | +124.3% | +147.8% | -23.5% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling