+67.3%
DVN vs BAX
-38.1%
+105.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.9% |
| 7D | +4.5% | -7.9% | +12.4% | +6.8% |
| 30D | +12.0% | -11.7% | +23.6% | +15.7% |
| 3M | +13.4% | +16.2% | -2.8% | +7.4% |
| 6M | +12.1% | +32.0% | -19.9% | +1.1% |
| YTD | +38.8% | +24.7% | +14.1% | +26.0% |
| 1Y | +46.0% | -2.6% | +48.7% | +43.2% |
| 3Y | +9.5% | -35.0% | +44.5% | +19.9% |
| 5Y | +125.3% | -67.6% | +192.8% | +218.3% |
| All | +67.3% | -38.1% | +105.4% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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