+6.8%
DVN vs BP
+37.6%
-30.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | -0.4% |
| 7D | -0.1% | +4.0% | -4.1% | -3.6% |
| 30D | +8.0% | +7.8% | +0.1% | +0.7% |
| 3M | +11.9% | +8.4% | +3.6% | +3.7% |
| 6M | +10.6% | +15.1% | -4.4% | -3.0% |
| YTD | +35.4% | +36.4% | -1.0% | +0.6% |
| 1Y | +46.5% | +40.9% | +5.6% | +5.5% |
| All | +6.8% | +37.6% | -30.9% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 3y: compounded portfolio wealth divided by compounded BP 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…
3y analysis · Full analysis span regression · 6 months rolling