+142.1%
DVN vs BTDR
+15.3%
+126.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.5% | +8.6% | +2.2% |
| 7D | +2.5% | -3.2% | +5.7% | +2.6% |
| 30D | +10.2% | +32.7% | -22.5% | +9.6% |
| 3M | +8.1% | -28.4% | +36.5% | +8.5% |
| 6M | +15.9% | +51.7% | -35.8% | +13.2% |
| YTD | +38.2% | +2.9% | +35.4% | +36.5% |
| 1Y | +44.5% | -15.5% | +59.9% | +42.5% |
| 3Y | +5.1% | 0.0% | +5.1% | +0.8% |
| 5Y | +124.3% | +16.5% | +107.9% | +111.2% |
| All | +142.1% | +15.3% | +126.8% | +126.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling