+36.7%
DVN vs ARWR
-34.9%
+71.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +0.6% |
| 7D | +10.4% | -17.8% | +28.2% | +12.1% |
| 30D | -6.7% | -18.1% | +11.5% | -5.3% |
| 3M | +5.6% | -44.2% | +49.8% | +10.7% |
| 6M | +0.7% | -38.6% | +39.3% | +4.1% |
| YTD | +29.6% | -28.0% | +57.6% | +30.8% |
| 1Y | +36.3% | +16.1% | +20.2% | +29.4% |
| 3Y | +13.2% | +84.0% | -70.8% | -5.3% |
| All | +36.7% | -34.9% | +71.6% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling