+67.3%
DVN vs BN
+265.2%
-197.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.1% |
| 7D | +4.5% | -5.2% | +9.7% | +8.3% |
| 30D | +12.0% | -14.5% | +26.4% | +23.9% |
| 3M | +13.4% | -15.0% | +28.4% | +25.3% |
| 6M | +12.1% | -5.4% | +17.5% | +11.5% |
| YTD | +38.8% | -16.4% | +55.3% | +49.0% |
| 1Y | +46.0% | -16.2% | +62.3% | +54.8% |
| 3Y | +9.5% | +67.5% | -58.0% | -37.7% |
| 5Y | +125.3% | +34.1% | +91.1% | +47.7% |
| All | +67.3% | +265.2% | -197.9% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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