+4.9%
DVN vs BAH
+886.2%
-881.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.1% |
| 7D | +1.5% | -3.2% | +4.7% | +2.4% |
| 30D | +14.2% | +2.0% | +12.2% | +13.4% |
| 3M | +5.2% | -7.6% | +12.9% | +6.9% |
| 6M | +11.9% | -5.7% | +17.5% | +12.4% |
| YTD | +32.8% | -11.7% | +44.6% | +34.5% |
| 1Y | +38.6% | -27.4% | +66.0% | +47.9% |
| 3Y | +0.5% | -32.5% | +33.1% | +4.3% |
| 5Y | +111.0% | -3.3% | +114.4% | +90.2% |
| 10Y | +56.1% | +186.0% | -129.9% | -0.5% |
| All | +4.9% | +886.2% | -881.3% | -58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling