+1,140.6%
DVN vs BP
+1,406.2%
-265.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | 0.0% |
| 7D | +10.4% | +3.8% | +6.5% | +7.0% |
| 30D | -6.7% | -5.3% | -1.4% | -2.2% |
| 3M | +5.6% | +9.3% | -3.6% | -1.8% |
| 6M | +0.7% | +7.2% | -6.6% | -5.0% |
| YTD | +29.6% | +38.0% | -8.5% | -1.2% |
| 1Y | +36.3% | +33.2% | +3.1% | +7.0% |
| 3Y | +13.2% | +50.3% | -37.1% | -19.3% |
| 5Y | +38.6% | +114.1% | -75.5% | -24.2% |
| 10Y | +60.9% | +140.7% | -79.8% | -6.4% |
| All | +1,140.6% | +1,406.2% | -265.6% | +412.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling