+2.2%
DVN vs AVAV
+394.0%
-391.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.7% | +5.1% | +2.9% |
| 7D | -8.8% | 0.0% | -8.8% | -9.2% |
| 30D | -10.0% | -9.9% | -0.1% | -8.6% |
| 3M | -3.7% | -34.7% | +31.0% | +4.2% |
| 6M | -3.5% | -26.6% | +23.1% | -1.2% |
| YTD | +20.8% | -48.9% | +69.7% | +28.7% |
| 1Y | +31.2% | -63.0% | +94.2% | +50.1% |
| 3Y | +5.0% | +1.6% | +3.4% | -14.2% |
| 5Y | +29.9% | +34.5% | -4.6% | -7.5% |
| 10Y | +45.5% | +359.3% | -313.8% | -28.7% |
| All | +2.2% | +394.0% | -391.8% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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