+100.9%
DVN vs BROS
+41.2%
+59.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.8% |
| 7D | -1.3% | -0.9% | -0.4% | -1.3% |
| 30D | +12.6% | -13.5% | +26.1% | +14.0% |
| 3M | +8.1% | -18.4% | +26.6% | +9.3% |
| 6M | +10.2% | -10.6% | +20.7% | +9.8% |
| YTD | +33.8% | -25.1% | +58.8% | +35.6% |
| 1Y | +43.9% | -28.6% | +72.5% | +46.2% |
| 3Y | +1.7% | +65.6% | -63.8% | -8.1% |
| All | +100.9% | +41.2% | +59.7% | +98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling