+9.5%
DVN vs BWA
+70.7%
-61.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.0% | +0.1% |
| 7D | +4.5% | -1.3% | +5.8% | +4.8% |
| 30D | +12.0% | -2.9% | +14.9% | +12.6% |
| 3M | +13.4% | -10.7% | +24.1% | +16.0% |
| 6M | +12.1% | +26.5% | -14.4% | +3.6% |
| YTD | +38.8% | +49.1% | -10.3% | +19.3% |
| 1Y | +46.0% | +52.1% | -6.0% | +24.2% |
| 3Y | +9.5% | +72.6% | -63.1% | -20.1% |
| All | +9.5% | +70.7% | -61.2% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 3y: compounded portfolio wealth divided by compounded BWA 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…
3y analysis · Full analysis span regression · 6 months rolling