+120.5%
DVN vs BAH
-3.7%
+124.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -0.1% | -1.3% | +1.2% | +0.1% |
| 30D | +8.0% | -6.6% | +14.6% | +9.1% |
| 3M | +11.9% | -7.2% | +19.1% | +12.9% |
| 6M | +10.6% | -10.0% | +20.6% | +11.9% |
| YTD | +35.4% | -12.5% | +47.8% | +36.5% |
| 1Y | +46.5% | -27.9% | +74.4% | +53.0% |
| 3Y | +3.0% | -31.4% | +34.4% | +0.8% |
| 5Y | +120.5% | -3.2% | +123.8% | +87.0% |
| All | +120.5% | -3.7% | +124.2% | +87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling