+118.6%
DVN vs AUR
-35.1%
+153.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.3% |
| 7D | +4.5% | +1.4% | +3.1% | +4.4% |
| 30D | +12.0% | -6.4% | +18.4% | +12.3% |
| 3M | +13.4% | +7.7% | +5.7% | +12.4% |
| 6M | +12.1% | +44.5% | -32.4% | +8.1% |
| YTD | +38.8% | +67.4% | -28.6% | +32.1% |
| 1Y | +46.0% | +15.4% | +30.6% | +42.4% |
| 3Y | +9.5% | +94.8% | -85.4% | -2.5% |
| All | +118.6% | -35.1% | +153.7% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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