+354.2%
DVN vs ATI
+1,097.9%
-743.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.3% |
| 7D | -1.3% | +3.2% | -4.5% | -2.4% |
| 30D | +12.6% | -9.0% | +21.6% | +16.0% |
| 3M | +8.1% | +15.1% | -7.0% | +1.5% |
| 6M | +10.2% | +38.1% | -28.0% | -5.0% |
| YTD | +33.8% | +80.7% | -46.9% | +4.4% |
| 1Y | +43.9% | +167.5% | -123.6% | -3.1% |
| 3Y | +1.7% | +366.0% | -364.3% | -46.7% |
| 5Y | +119.6% | +1,088.8% | -969.2% | -19.8% |
| 10Y | +53.7% | +1,055.0% | -1,001.3% | -49.4% |
| All | +354.2% | +1,097.9% | -743.7% | +14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling