+67.3%
DVN vs BBWI
-55.0%
+122.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.4% | -6.0% | -1.3% |
| 7D | +4.5% | -4.8% | +9.3% | +5.7% |
| 30D | +12.0% | +3.5% | +8.5% | +10.3% |
| 3M | +13.4% | -0.3% | +13.7% | +11.5% |
| 6M | +12.1% | -5.4% | +17.5% | +9.4% |
| YTD | +38.8% | -4.7% | +43.6% | +33.8% |
| 1Y | +46.0% | -30.5% | +76.5% | +52.0% |
| 3Y | +9.5% | -44.3% | +53.8% | +14.8% |
| 5Y | +125.3% | -66.9% | +192.1% | +164.0% |
| All | +67.3% | -55.0% | +122.2% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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