+67.3%
DVN vs BNY
+416.3%
-349.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +4.5% | -1.3% | +5.8% | +5.6% |
| 30D | +12.0% | -0.2% | +12.1% | +11.8% |
| 3M | +13.4% | +14.9% | -1.5% | 0.0% |
| 6M | +12.1% | +40.0% | -27.9% | -17.3% |
| YTD | +38.8% | +42.0% | -3.2% | 0.0% |
| 1Y | +46.0% | +56.9% | -10.8% | -4.0% |
| 3Y | +9.5% | +289.9% | -280.4% | -68.5% |
| 5Y | +125.3% | +259.2% | -133.9% | -33.7% |
| All | +67.3% | +416.3% | -349.0% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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