+57.3%
DVN vs BIL
+26.1%
+31.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +1.0% |
| 7D | +10.4% | +0.1% | +10.3% | +11.0% |
| 30D | -6.7% | +0.3% | -7.0% | -4.3% |
| 3M | +5.6% | +1.0% | +4.7% | +13.3% |
| 6M | +0.7% | +1.9% | -1.2% | +15.7% |
| YTD | +29.6% | +3.2% | +26.4% | +64.8% |
| 1Y | +36.3% | +3.7% | +32.6% | +81.0% |
| 3Y | +13.2% | +13.8% | -0.7% | +238.3% |
| 5Y | +38.6% | +20.3% | +18.3% | +623.3% |
| All | +57.3% | +26.1% | +31.1% | +779.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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