+124.3%
DVN vs BP
+139.4%
-15.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.3% |
| 7D | +2.5% | +5.7% | -3.2% | -3.0% |
| 30D | +10.2% | +8.1% | +2.1% | +1.9% |
| 3M | +8.1% | +8.6% | -0.5% | -0.8% |
| 6M | +15.9% | +18.1% | -2.2% | -2.3% |
| YTD | +38.2% | +37.6% | +0.6% | -0.8% |
| 1Y | +44.5% | +39.4% | +5.1% | +2.1% |
| 3Y | +5.1% | +40.1% | -34.9% | -26.7% |
| 5Y | +124.3% | +141.3% | -17.0% | -23.9% |
| All | +124.3% | +139.4% | -15.0% | -23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling