+67.3%
DVN vs AWK
+132.0%
-64.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +0.6% |
| 7D | +4.5% | -2.1% | +6.7% | +4.7% |
| 30D | +12.0% | +2.1% | +9.9% | +11.7% |
| 3M | +13.4% | +11.4% | +2.0% | +12.0% |
| 6M | +12.1% | +3.9% | +8.2% | +11.5% |
| YTD | +38.8% | +7.7% | +31.1% | +37.5% |
| 1Y | +46.0% | +1.3% | +44.7% | +45.5% |
| 3Y | +9.5% | +7.2% | +2.3% | +7.3% |
| 5Y | +125.3% | -17.0% | +142.3% | +126.2% |
| All | +67.3% | +132.0% | -64.7% | +55.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling