+1,229.2%
DVN vs BRO
+25,535.4%
-24,306.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +4.5% | -7.3% | +11.8% | +6.2% |
| 30D | +12.0% | -6.9% | +18.8% | +13.6% |
| 3M | +13.4% | +10.7% | +2.7% | +10.4% |
| 6M | +12.1% | -2.7% | +14.8% | +11.9% |
| YTD | +38.8% | -16.3% | +55.1% | +42.8% |
| 1Y | +46.0% | -29.1% | +75.1% | +55.7% |
| 3Y | +9.5% | -7.8% | +17.3% | +9.2% |
| 5Y | +125.3% | +18.7% | +106.5% | +111.0% |
| 10Y | +66.6% | +291.9% | -225.3% | +27.2% |
| All | +1,229.2% | +25,535.4% | -24,306.2% | +818.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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