+446.1%
DVN vs AU
+751.1%
-305.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.3% | +6.4% | +2.9% |
| 7D | +2.5% | -7.0% | +9.5% | +3.8% |
| 30D | +10.2% | +7.3% | +2.9% | +8.5% |
| 3M | +8.1% | +33.2% | -25.1% | +1.8% |
| 6M | +15.9% | -0.6% | +16.5% | +12.9% |
| YTD | +38.2% | +26.2% | +12.1% | +27.7% |
| 1Y | +44.5% | +68.3% | -23.8% | +25.3% |
| 3Y | +5.1% | +592.1% | -587.0% | -33.6% |
| 5Y | +124.3% | +685.3% | -560.9% | +34.9% |
| 10Y | +65.9% | +682.5% | -616.6% | -12.7% |
| All | +446.1% | +751.1% | -305.0% | +132.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling