+57.3%
DVN vs BAH
+198.8%
-141.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.8% |
| 7D | +10.4% | +1.7% | +8.6% | +9.9% |
| 30D | -6.7% | +20.8% | -27.5% | -11.1% |
| 3M | +5.6% | +11.6% | -6.0% | +2.4% |
| 6M | +0.7% | +23.1% | -22.4% | -5.3% |
| YTD | +29.6% | +5.3% | +24.3% | +25.1% |
| 1Y | +36.3% | +6.1% | +30.2% | +31.1% |
| 3Y | +13.2% | -27.5% | +40.6% | +15.1% |
| 5Y | +38.6% | +6.2% | +32.4% | +19.1% |
| All | +57.3% | +198.8% | -141.5% | +9.1% |
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