+1,180.8%
DVN vs BAX
+862.9%
+317.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.8% | +4.5% | +1.6% |
| 7D | -1.3% | -2.4% | +1.1% | -0.8% |
| 30D | +12.6% | -9.7% | +22.3% | +15.3% |
| 3M | +8.1% | +29.3% | -21.1% | +0.6% |
| 6M | +10.2% | +40.7% | -30.5% | -0.6% |
| YTD | +33.8% | +30.3% | +3.5% | +22.1% |
| 1Y | +43.9% | +3.4% | +40.5% | +38.6% |
| 3Y | +1.7% | -32.0% | +33.8% | +7.0% |
| 5Y | +119.6% | -66.9% | +186.5% | +173.7% |
| 10Y | +53.7% | -37.1% | +90.8% | +63.8% |
| All | +1,180.8% | +862.9% | +317.9% | +862.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling