-17.8%
DVN vs BAM
+78.0%
-95.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | +1.5% | -2.0% | +3.5% | +2.0% |
| 30D | +14.2% | -2.9% | +17.1% | +14.7% |
| 3M | +5.2% | +9.4% | -4.1% | +2.0% |
| 6M | +11.9% | +10.8% | +1.1% | +7.1% |
| YTD | +32.8% | -0.4% | +33.3% | +31.4% |
| 1Y | +38.6% | -10.9% | +49.4% | +42.4% |
| 3Y | +0.5% | +61.3% | -60.7% | -19.0% |
| All | -17.8% | +78.0% | -95.7% | -37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling