-14.4%
DVN vs BAM
+66.1%
-80.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.4% |
| 7D | +2.5% | -6.1% | +8.6% | +4.0% |
| 30D | +10.2% | -13.8% | +24.0% | +14.0% |
| 3M | +8.1% | +4.4% | +3.7% | +5.9% |
| 6M | +15.9% | +6.4% | +9.5% | +11.6% |
| YTD | +38.2% | -7.1% | +45.3% | +39.0% |
| 1Y | +44.5% | -11.8% | +56.3% | +47.4% |
| 3Y | +5.1% | +50.2% | -45.0% | -13.8% |
| All | -14.4% | +66.1% | -80.6% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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