+124.3%
DVN vs AWK
-17.3%
+141.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.5% | +2.1% |
| 7D | +2.5% | -0.7% | +3.3% | +2.6% |
| 30D | +10.2% | +2.8% | +7.4% | +9.9% |
| 3M | +8.1% | +11.3% | -3.2% | +7.2% |
| 6M | +15.9% | +6.7% | +9.2% | +15.2% |
| YTD | +38.2% | +9.4% | +28.9% | +37.2% |
| 1Y | +44.5% | +3.7% | +40.8% | +43.9% |
| 3Y | +5.1% | +9.2% | -4.1% | +2.9% |
| 5Y | +124.3% | -15.7% | +140.0% | +109.5% |
| All | +124.3% | -17.3% | +141.6% | +109.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling