+124.3%
DVN vs BB
-29.9%
+154.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.8% | +2.4% |
| 7D | +2.5% | -2.1% | +4.6% | +2.7% |
| 30D | +10.2% | -16.0% | +26.2% | +12.1% |
| 3M | +8.1% | -14.5% | +22.6% | +8.6% |
| 6M | +15.9% | +118.6% | -102.7% | +2.1% |
| YTD | +38.2% | +98.9% | -60.7% | +23.2% |
| 1Y | +44.5% | +99.5% | -55.0% | +27.9% |
| 3Y | +5.1% | +65.4% | -60.2% | -8.1% |
| 5Y | +124.3% | -27.6% | +152.0% | +136.9% |
| All | +124.3% | -29.9% | +154.2% | +136.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 5y: compounded portfolio wealth divided by compounded BB 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…
5y analysis · Full analysis span regression · 6 months rolling