+560.3%
DVN vs BB
+266.8%
+293.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.4% |
| 7D | -1.3% | +0.5% | -1.8% | -1.4% |
| 30D | +12.6% | -12.4% | +25.0% | +14.3% |
| 3M | +8.1% | -15.3% | +23.4% | +9.2% |
| 6M | +10.2% | +128.8% | -118.6% | -3.5% |
| YTD | +33.8% | +107.7% | -73.9% | +18.6% |
| 1Y | +43.9% | +103.9% | -60.0% | +27.2% |
| 3Y | +1.7% | +72.6% | -70.8% | -11.9% |
| 5Y | +119.6% | -24.3% | +143.9% | +106.1% |
| 10Y | +53.7% | +3.1% | +50.6% | +26.1% |
| All | +560.3% | +266.8% | +293.6% | +411.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling