+56.1%
DVN vs B
+218.7%
-162.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.1% | +6.0% | +3.2% |
| 7D | +7.8% | -6.2% | +14.0% | +8.5% |
| 30D | -7.9% | -6.6% | -1.3% | -7.5% |
| 3M | +3.7% | -7.9% | +11.6% | +4.2% |
| 6M | +0.2% | -16.8% | +17.0% | +1.5% |
| YTD | +28.6% | -11.7% | +40.3% | +28.0% |
| 1Y | +34.6% | +3.5% | +31.1% | +30.4% |
| 3Y | +11.8% | +165.7% | -153.9% | -9.6% |
| 5Y | +37.6% | +108.4% | -70.8% | +14.8% |
| All | +56.1% | +218.7% | -162.6% | +27.7% |
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