+7.0%
DVN vs BND
+76.2%
-69.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.1% |
| 7D | -0.1% | -0.1% | 0.0% | -0.1% |
| 30D | +8.0% | -0.2% | +8.2% | +7.9% |
| 3M | +11.9% | -0.7% | +12.6% | +11.7% |
| 6M | +10.6% | -1.7% | +12.3% | +10.2% |
| YTD | +35.4% | -0.5% | +35.9% | +35.3% |
| 1Y | +46.5% | +0.4% | +46.1% | +46.8% |
| 3Y | +3.0% | +13.1% | -10.2% | +6.5% |
| 5Y | +120.5% | -2.1% | +122.6% | +116.5% |
| 10Y | +62.5% | +15.7% | +46.7% | +75.0% |
| All | +7.0% | +76.2% | -69.2% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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