+1,180.8%
DVN vs BBWI
+999.2%
+181.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +1.4% |
| 7D | -1.3% | +1.6% | -2.9% | -1.7% |
| 30D | +12.6% | -6.2% | +18.8% | +13.8% |
| 3M | +8.1% | +4.3% | +3.8% | +5.7% |
| 6M | +10.2% | -7.2% | +17.3% | +8.7% |
| YTD | +33.8% | -3.0% | +36.8% | +29.7% |
| 1Y | +43.9% | -30.8% | +74.6% | +48.8% |
| 3Y | +1.7% | -43.4% | +45.1% | +5.9% |
| 5Y | +119.6% | -66.7% | +186.3% | +148.3% |
| 10Y | +53.7% | -55.7% | +109.4% | +38.5% |
| All | +1,180.8% | +999.2% | +181.6% | +544.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling