+243.3%
DVN vs BRKR
+172.5%
+70.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | +4.5% | -8.7% | +13.2% | +5.8% |
| 30D | +12.0% | -9.9% | +21.8% | +13.5% |
| 3M | +13.4% | -3.1% | +16.5% | +12.7% |
| 6M | +12.1% | +45.5% | -33.4% | +3.8% |
| YTD | +38.8% | +13.7% | +25.1% | +32.7% |
| 1Y | +46.0% | +67.4% | -21.4% | +31.2% |
| 3Y | +9.5% | -13.2% | +22.7% | +5.9% |
| 5Y | +125.3% | -39.5% | +164.7% | +127.2% |
| 10Y | +66.6% | +153.5% | -86.9% | +39.8% |
| All | +243.3% | +172.5% | +70.8% | +179.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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