+1,753.9%
DVN vs AZO
+41,743.6%
-39,989.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +4.5% | -3.6% | +8.1% | +5.3% |
| 30D | +12.0% | -5.6% | +17.5% | +13.2% |
| 3M | +13.4% | -6.6% | +20.0% | +14.6% |
| 6M | +12.1% | -22.5% | +34.6% | +17.4% |
| YTD | +38.8% | -15.2% | +54.0% | +42.4% |
| 1Y | +46.0% | -33.9% | +80.0% | +57.6% |
| 3Y | +9.5% | +11.8% | -2.3% | +4.3% |
| 5Y | +125.3% | +85.5% | +39.7% | +91.0% |
| 10Y | +66.6% | +298.2% | -231.6% | +19.4% |
| All | +1,753.9% | +41,743.6% | -39,989.7% | +622.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling