+1,171.8%
DVN vs BP
+1,327.5%
-155.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.9% |
| 7D | +1.5% | +3.9% | -2.4% | -1.8% |
| 30D | +14.2% | +7.6% | +6.6% | +7.4% |
| 3M | +5.2% | +0.7% | +4.5% | +4.5% |
| 6M | +11.9% | +15.5% | -3.6% | -0.8% |
| YTD | +32.8% | +30.8% | +2.0% | +5.8% |
| 1Y | +38.6% | +34.3% | +4.3% | +8.0% |
| 3Y | +0.5% | +35.1% | -34.5% | -21.7% |
| 5Y | +111.0% | +126.8% | -15.8% | +10.7% |
| 10Y | +56.1% | +123.4% | -67.2% | -3.5% |
| All | +1,171.8% | +1,327.5% | -155.7% | +448.7% |
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