+18.1%
DVN vs ARMK
+327.8%
-309.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.7% | +2.8% |
| 7D | +7.8% | +7.1% | +0.7% | +3.9% |
| 30D | -7.9% | -1.6% | -6.3% | -7.5% |
| 3M | +3.7% | -10.5% | +14.3% | +9.1% |
| 6M | +0.2% | +11.8% | -11.6% | -6.9% |
| YTD | +28.6% | +47.3% | -18.7% | +1.6% |
| 1Y | +34.6% | +41.5% | -6.9% | +8.5% |
| 3Y | +11.8% | +95.3% | -83.5% | -27.0% |
| 5Y | +37.6% | +108.1% | -70.6% | -16.1% |
| 10Y | +59.7% | +132.0% | -72.3% | -15.9% |
| All | +18.1% | +327.8% | -309.7% | -42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling