-31.3%
DVN vs BTG
+373.5%
-404.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | +4.5% | -3.8% | +8.3% | +4.9% |
| 30D | +12.0% | +3.6% | +8.3% | +11.3% |
| 3M | +13.4% | +32.0% | -18.6% | +9.0% |
| 6M | +12.1% | +3.4% | +8.7% | +10.0% |
| YTD | +38.8% | +20.8% | +18.0% | +32.9% |
| 1Y | +46.0% | +22.4% | +23.6% | +38.8% |
| 3Y | +9.5% | +91.7% | -82.2% | -3.6% |
| 5Y | +125.3% | +79.0% | +46.3% | +99.1% |
| 10Y | +66.6% | +152.6% | -86.0% | +34.7% |
| All | -31.3% | +373.5% | -404.9% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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