+9.5%
DVN vs BR
-5.3%
+14.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +4.5% | -3.0% | +7.5% | +5.1% |
| 30D | +12.0% | -0.3% | +12.3% | +11.9% |
| 3M | +13.4% | +17.3% | -3.9% | +9.5% |
| 6M | +12.1% | -6.7% | +18.8% | +14.3% |
| YTD | +38.8% | -23.4% | +62.3% | +51.3% |
| 1Y | +46.0% | -32.7% | +78.7% | +67.5% |
| 3Y | +9.5% | -5.9% | +15.4% | +11.9% |
| All | +9.5% | -5.3% | +14.8% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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