+1.2%
DVN vs BIL
+30.4%
-29.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.3% |
| 7D | +1.5% | +0.1% | +1.4% | +2.1% |
| 30D | +14.2% | +0.3% | +13.9% | +16.7% |
| 3M | +5.2% | +0.9% | +4.3% | +12.2% |
| 6M | +11.9% | +1.8% | +10.0% | +26.5% |
| YTD | +32.8% | +2.4% | +30.4% | +56.5% |
| 1Y | +38.6% | +3.7% | +34.9% | +78.0% |
| 3Y | +0.5% | +14.2% | -13.6% | +151.9% |
| 5Y | +111.0% | +19.4% | +91.6% | +626.9% |
| 10Y | +56.1% | +25.2% | +30.9% | +640.0% |
| All | +1.2% | +30.4% | -29.2% | +378.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling