+39.0%
DVN vs AWK
+20.7%
+18.3%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.2% | -9.5% | -7.2% |
| 7D | -13.9% | +7.0% | -21.0% | -13.8% |
| 30D | -8.0% | +17.0% | -25.1% | -8.1% |
| 3M | +0.8% | +12.4% | -11.6% | +0.8% |
| 6M | -12.8% | +19.6% | -32.3% | -12.9% |
| YTD | +22.7% | +17.0% | +5.7% | +24.0% |
| 1Y | +39.0% | +20.0% | +19.0% | +40.8% |
| All | +39.0% | +20.7% | +18.3% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 1y: compounded portfolio wealth divided by compounded AWK 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…
1y analysis · Full analysis span regression · 6 months rolling