+1,196.2%
DVN vs BTI
+5,940.0%
-4,743.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.6% |
| 7D | -0.1% | -2.4% | +2.3% | +0.6% |
| 30D | +8.0% | -4.8% | +12.7% | +9.3% |
| 3M | +11.9% | -8.1% | +20.0% | +14.1% |
| 6M | +10.6% | -4.2% | +14.8% | +11.1% |
| YTD | +35.4% | -1.3% | +36.7% | +34.6% |
| 1Y | +46.5% | +2.1% | +44.3% | +44.1% |
| 3Y | +3.0% | +108.9% | -106.0% | -18.5% |
| 5Y | +120.5% | +114.5% | +6.1% | +74.4% |
| 10Y | +62.5% | +72.2% | -9.8% | +34.1% |
| All | +1,196.2% | +5,940.0% | -4,743.8% | +685.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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