+23.8%
DVN vs AS
+120.4%
-96.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.6% | -5.1% | -1.8% |
| 7D | +1.5% | -4.9% | +6.4% | +1.9% |
| 30D | +14.2% | -19.6% | +33.8% | +16.2% |
| 3M | +5.2% | -14.4% | +19.6% | +6.2% |
| 6M | +11.9% | -20.1% | +32.0% | +13.4% |
| YTD | +32.8% | -20.9% | +53.8% | +34.6% |
| 1Y | +38.6% | -21.9% | +60.4% | +40.2% |
| All | +23.8% | +120.4% | -96.5% | +5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling