+67.3%
DVN vs ATI
+1,154.1%
-1,086.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +4.5% | -5.6% | +10.2% | +6.8% |
| 30D | +12.0% | -13.7% | +25.7% | +18.1% |
| 3M | +13.4% | -0.4% | +13.8% | +12.1% |
| 6M | +12.1% | +26.2% | -14.1% | -1.9% |
| YTD | +38.8% | +73.2% | -34.4% | +5.7% |
| 1Y | +46.0% | +161.6% | -115.6% | -7.5% |
| 3Y | +9.5% | +346.2% | -336.7% | -48.8% |
| 5Y | +125.3% | +1,047.6% | -922.4% | -33.8% |
| All | +67.3% | +1,154.1% | -1,086.8% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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