+67.3%
DVN vs BAH
+207.9%
-140.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +4.5% | +4.3% | +0.3% | +3.4% |
| 30D | +12.0% | -2.5% | +14.4% | +12.5% |
| 3M | +13.4% | -0.9% | +14.3% | +13.1% |
| 6M | +12.1% | +1.5% | +10.6% | +10.6% |
| YTD | +38.8% | -8.0% | +46.8% | +39.0% |
| 1Y | +46.0% | -24.7% | +70.8% | +54.2% |
| 3Y | +9.5% | -28.4% | +37.9% | +10.2% |
| 5Y | +125.3% | +2.8% | +122.5% | +92.7% |
| All | +67.3% | +207.9% | -140.7% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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