+36.0%
DVN vs AZO
-10.2%
+46.1%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.9% |
| 7D | -16.2% | +5.5% | -21.7% | -15.7% |
| 30D | -10.7% | +14.2% | -24.9% | -9.9% |
| 3M | +2.5% | +7.9% | -5.4% | +3.4% |
| 6M | -14.8% | -6.6% | -8.2% | -14.0% |
| YTD | +19.3% | -2.4% | +21.7% | +23.5% |
| 1Y | +36.0% | -9.6% | +45.6% | +42.5% |
| All | +36.0% | -10.2% | +46.1% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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