+212.6%
DVN vs BG
+1,192.5%
-979.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.7% |
| 7D | +2.5% | +3.7% | -1.2% | +0.7% |
| 30D | +10.2% | +12.3% | -2.2% | +4.0% |
| 3M | +8.1% | -2.2% | +10.3% | +8.7% |
| 6M | +15.9% | +5.3% | +10.6% | +12.3% |
| YTD | +38.2% | +42.4% | -4.2% | +15.6% |
| 1Y | +44.5% | +55.2% | -10.7% | +14.8% |
| 3Y | +5.1% | +21.0% | -15.8% | -7.5% |
| 5Y | +124.3% | +87.1% | +37.2% | +59.4% |
| 10Y | +65.9% | +169.8% | -103.9% | -2.2% |
| All | +212.6% | +1,192.5% | -979.9% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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