+107.6%
DVN vs BROS
+33.7%
+73.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.4% | +5.5% | +2.4% |
| 7D | +2.5% | -6.1% | +8.6% | +3.1% |
| 30D | +10.2% | -12.4% | +22.5% | +11.4% |
| 3M | +8.1% | -27.9% | +36.0% | +10.6% |
| 6M | +15.9% | -16.8% | +32.7% | +16.2% |
| YTD | +38.2% | -29.0% | +67.3% | +40.8% |
| 1Y | +44.5% | -33.2% | +77.7% | +47.7% |
| 3Y | +5.1% | +56.8% | -51.6% | -4.6% |
| All | +107.6% | +33.7% | +73.9% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 5y: compounded portfolio wealth divided by compounded BROS 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…
5y analysis · Full analysis span regression · 6 months rolling