+67.3%
DVN vs BBY
+252.7%
-185.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | -0.7% |
| 7D | +4.5% | +0.6% | +3.9% | +4.2% |
| 30D | +12.0% | +9.4% | +2.6% | +7.7% |
| 3M | +13.4% | +19.3% | -5.9% | +4.9% |
| 6M | +12.1% | +47.9% | -35.8% | -6.4% |
| YTD | +38.8% | +39.6% | -0.7% | +18.0% |
| 1Y | +46.0% | +22.2% | +23.8% | +30.3% |
| 3Y | +9.5% | +45.0% | -35.5% | -13.4% |
| 5Y | +125.3% | +2.6% | +122.7% | +96.0% |
| All | +67.3% | +252.7% | -185.4% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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