+39.0%
DVN vs BLK
+17.9%
+21.1%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +5.4% | -12.8% | -5.6% |
| 7D | -13.9% | +5.7% | -19.7% | -12.2% |
| 30D | -8.0% | +14.8% | -22.9% | -4.1% |
| 3M | +0.8% | +8.8% | -8.0% | +3.6% |
| 6M | -12.8% | +17.6% | -30.4% | -8.3% |
| YTD | +22.7% | +16.3% | +6.5% | +30.0% |
| 1Y | +39.0% | +18.0% | +21.0% | +46.3% |
| All | +39.0% | +17.9% | +21.1% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 1y: compounded portfolio wealth divided by compounded BLK 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…
1y analysis · Full analysis span regression · 6 months rolling