+66.6%
DVN vs ARWR
+1,080.6%
-1,014.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +2.0% | +2.1% |
| 7D | +2.5% | -4.3% | +6.8% | +3.0% |
| 30D | +10.2% | -7.3% | +17.4% | +11.0% |
| 3M | +8.1% | +17.0% | -8.9% | +5.8% |
| 6M | +15.9% | +39.8% | -23.9% | +10.4% |
| YTD | +38.2% | +24.7% | +13.6% | +33.0% |
| 1Y | +44.5% | +186.5% | -142.0% | +25.0% |
| 3Y | +5.1% | +176.8% | -171.6% | -13.5% |
| 5Y | +124.3% | +29.3% | +95.0% | +93.5% |
| All | +66.6% | +1,080.6% | -1,014.0% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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