+66.6%
DVN vs BUD
-22.8%
+89.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.4% |
| 7D | +2.5% | -3.2% | +5.7% | +4.3% |
| 30D | +10.2% | -3.7% | +13.8% | +12.2% |
| 3M | +8.1% | -4.4% | +12.5% | +10.2% |
| 6M | +15.9% | +7.7% | +8.2% | +8.6% |
| YTD | +38.2% | +23.1% | +15.2% | +19.4% |
| 1Y | +44.5% | +33.6% | +10.8% | +18.1% |
| 3Y | +5.1% | +44.7% | -39.6% | -22.4% |
| 5Y | +124.3% | +44.9% | +79.4% | +57.2% |
| All | +66.6% | -22.8% | +89.4% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling