+62.5%
DVN vs B
+200.3%
-137.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.1% |
| 7D | -0.1% | +1.0% | -1.1% | -0.2% |
| 30D | +8.0% | +9.5% | -1.5% | +6.6% |
| 3M | +11.9% | +14.3% | -2.4% | +9.4% |
| 6M | +10.6% | -1.9% | +12.5% | +9.9% |
| YTD | +35.4% | +4.1% | +31.3% | +32.5% |
| 1Y | +46.5% | +56.1% | -9.6% | +33.1% |
| 3Y | +3.0% | +202.0% | -199.0% | -18.0% |
| 5Y | +120.5% | +158.8% | -38.3% | +79.3% |
| 10Y | +62.5% | +211.9% | -149.4% | +26.8% |
| All | +62.5% | +200.3% | -137.8% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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