+19.8%
DVN vs BR
+1,282.8%
-1,263.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +2.5% | -6.0% | +8.5% | +5.9% |
| 30D | +10.2% | -0.9% | +11.0% | +10.4% |
| 3M | +8.1% | +16.4% | -8.3% | -1.6% |
| 6M | +15.9% | -8.2% | +24.1% | +19.1% |
| YTD | +38.2% | -23.2% | +61.5% | +55.7% |
| 1Y | +44.5% | -30.9% | +75.4% | +72.5% |
| 3Y | +5.1% | -5.0% | +10.1% | +2.4% |
| 5Y | +124.3% | +8.8% | +115.6% | +95.9% |
| 10Y | +65.9% | +190.1% | -124.2% | -18.9% |
| All | +19.8% | +1,282.8% | -1,263.0% | -77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling