+8.3%
DVN vs ARMK
+334.6%
-326.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | -1.7% |
| 7D | -12.8% | +0.9% | -13.7% | -13.3% |
| 30D | -12.1% | -0.4% | -11.8% | -12.3% |
| 3M | -0.7% | -2.0% | +1.3% | -0.6% |
| 6M | -5.8% | +22.0% | -27.7% | -16.6% |
| YTD | +17.9% | +49.6% | -31.7% | -7.5% |
| 1Y | +29.0% | +46.4% | -17.3% | +2.2% |
| 3Y | +6.0% | +103.2% | -97.2% | -32.2% |
| 5Y | +22.1% | +108.1% | -86.0% | -25.4% |
| 10Y | +40.5% | +129.4% | -88.9% | -25.8% |
| All | +8.3% | +334.6% | -326.3% | -47.8% |
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 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