+9.5%
DVN vs BBWI
-45.3%
+54.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.4% | -6.0% | -0.3% |
| 7D | +4.5% | -4.8% | +9.3% | +5.0% |
| 30D | +12.0% | +3.5% | +8.5% | +11.3% |
| 3M | +13.4% | -0.3% | +13.7% | +12.4% |
| 6M | +12.1% | -5.4% | +17.5% | +11.0% |
| YTD | +38.8% | -4.7% | +43.6% | +36.3% |
| 1Y | +46.0% | -30.5% | +76.5% | +52.6% |
| 3Y | +9.5% | -44.3% | +53.8% | +14.3% |
| All | +9.5% | -45.3% | +54.8% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling