+124.3%
DVN vs BEN
+36.2%
+88.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.5% | +2.6% |
| 7D | +2.5% | +0.3% | +2.2% | +2.3% |
| 30D | +10.2% | +0.9% | +9.3% | +9.6% |
| 3M | +8.1% | +9.2% | -1.1% | +3.9% |
| 6M | +15.9% | +36.8% | -20.9% | +0.9% |
| YTD | +38.2% | +44.4% | -6.1% | +17.0% |
| 1Y | +44.5% | +45.8% | -1.4% | +21.3% |
| 3Y | +5.1% | +52.5% | -47.4% | -16.8% |
| 5Y | +124.3% | +37.7% | +86.6% | +81.2% |
| All | +124.3% | +36.2% | +88.1% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 5y: compounded portfolio wealth divided by compounded BEN 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…
5y analysis · Full analysis span regression · 6 months rolling