+56.4%
DVN vs BURL
+217.6%
-161.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -2.3% |
| 7D | +1.5% | -2.8% | +4.3% | +2.2% |
| 30D | +14.2% | -28.2% | +42.3% | +25.2% |
| 3M | +5.2% | -17.6% | +22.8% | +10.3% |
| 6M | +11.9% | -11.8% | +23.7% | +13.3% |
| YTD | +32.8% | -8.1% | +41.0% | +32.5% |
| 1Y | +38.6% | -12.0% | +50.5% | +39.0% |
| 3Y | +0.5% | +63.3% | -62.8% | -21.5% |
| 5Y | +111.0% | -10.8% | +121.8% | +94.8% |
| All | +56.4% | +217.6% | -161.3% | +0.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling