+9.5%
DVN vs BTDR
+4.4%
+5.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | +0.3% |
| 7D | +4.5% | -3.4% | +7.9% | +4.6% |
| 30D | +12.0% | +32.6% | -20.6% | +11.2% |
| 3M | +13.4% | -32.2% | +45.6% | +14.2% |
| 6M | +12.1% | +52.4% | -40.3% | +8.7% |
| YTD | +38.8% | +6.7% | +32.1% | +36.3% |
| 1Y | +46.0% | -15.2% | +61.3% | +43.3% |
| 3Y | +9.5% | +14.9% | -5.4% | -4.2% |
| All | +9.5% | +4.4% | +5.1% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 3y: compounded portfolio wealth divided by compounded BTDR 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…
3y analysis · Full analysis span regression · 6 months rolling