+36.7%
DVN vs B
+107.0%
-70.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +0.8% |
| 7D | +10.4% | -7.3% | +17.7% | +11.2% |
| 30D | -6.7% | -3.3% | -3.3% | -6.6% |
| 3M | +5.6% | -7.8% | +13.4% | +6.1% |
| 6M | +0.7% | -15.5% | +16.2% | +2.1% |
| YTD | +29.6% | -12.3% | +41.8% | +28.7% |
| 1Y | +36.3% | +5.4% | +31.0% | +29.0% |
| 3Y | +13.2% | +165.5% | -152.4% | -21.5% |
| All | +36.7% | +107.0% | -70.4% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling