+9.5%
DVN vs AS
+134.9%
-125.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.0% | -1.6% |
| 7D | -19.1% | +6.9% | -26.0% | -19.4% |
| 30D | -11.8% | +16.0% | -27.8% | -12.8% |
| 3M | -1.5% | -12.8% | +11.4% | -0.3% |
| 6M | -8.2% | -15.4% | +7.2% | -7.0% |
| YTD | +17.4% | -15.7% | +33.2% | +18.4% |
| 1Y | +33.5% | +6.1% | +27.4% | +28.7% |
| All | +9.5% | +134.9% | -125.4% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling