+118.6%
DVN vs AU
+686.2%
-567.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | +4.5% | -4.3% | +8.8% | +4.9% |
| 30D | +12.0% | +7.3% | +4.7% | +11.1% |
| 3M | +13.4% | +26.3% | -12.9% | +10.6% |
| 6M | +12.1% | +1.8% | +10.3% | +10.9% |
| YTD | +38.8% | +26.8% | +12.0% | +31.8% |
| 1Y | +46.0% | +66.7% | -20.7% | +31.5% |
| 3Y | +9.5% | +579.1% | -569.6% | -29.1% |
| All | +118.6% | +686.2% | -567.6% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 5y: compounded portfolio wealth divided by compounded AU 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…
5y analysis · Full analysis span regression · 6 months rolling