+6.8%
DVN vs ATI
+358.3%
-351.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -0.1% | +2.4% | -2.5% | -0.5% |
| 30D | +8.0% | -9.5% | +17.5% | +9.6% |
| 3M | +11.9% | +10.4% | +1.6% | +9.5% |
| 6M | +10.6% | +31.8% | -21.2% | +3.6% |
| YTD | +35.4% | +80.0% | -44.6% | +16.1% |
| 1Y | +46.5% | +175.8% | -129.4% | +10.7% |
| All | +6.8% | +358.3% | -351.5% | -25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling