+38.6%
DVN vs BURL
-9.5%
+48.1%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.4% |
| 7D | +1.5% | -2.8% | +4.3% | +1.4% |
| 30D | +14.2% | -28.2% | +42.3% | +13.4% |
| 3M | +5.2% | -17.6% | +22.8% | +4.6% |
| 6M | +11.9% | -11.8% | +23.7% | +9.8% |
| YTD | +32.8% | -8.1% | +41.0% | +29.2% |
| 1Y | +38.6% | -12.0% | +50.5% | +36.4% |
| All | +38.6% | -9.5% | +48.1% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling