+55.3%
DVN vs BURL
+254.9%
-199.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.3% |
| 7D | +1.9% | -0.8% | +2.7% | +2.1% |
| 30D | -8.2% | -4.4% | -3.8% | -7.4% |
| 3M | -0.3% | -28.6% | +28.2% | +8.6% |
| 6M | -2.5% | -12.3% | +9.8% | -1.2% |
| YTD | +25.0% | -11.3% | +36.3% | +24.9% |
| 1Y | +31.1% | -10.4% | +41.5% | +29.7% |
| 3Y | +8.7% | +96.1% | -87.4% | -21.3% |
| 5Y | +33.3% | -5.0% | +38.3% | +18.3% |
| 10Y | +55.3% | +251.8% | -196.5% | +4.6% |
| All | +55.3% | +254.9% | -199.7% | +4.6% |
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