+57.3%
DVN vs ARWR
+1,024.2%
-967.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +0.6% |
| 7D | +10.4% | -17.8% | +28.2% | +12.5% |
| 30D | -6.7% | -18.1% | +11.5% | -4.9% |
| 3M | +5.6% | -44.2% | +49.8% | +11.9% |
| 6M | +0.7% | -38.6% | +39.3% | +4.9% |
| YTD | +29.6% | -28.0% | +57.6% | +31.5% |
| 1Y | +36.3% | +16.1% | +20.2% | +29.7% |
| 3Y | +13.2% | +84.0% | -70.8% | -3.8% |
| 5Y | +38.6% | -35.4% | +74.0% | +28.1% |
| All | +57.3% | +1,024.2% | -967.0% | +34.8% |
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