+39.0%
DVN vs CB
+34.9%
+4.1%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.1% | -9.4% | -7.5% |
| 7D | -13.9% | +5.3% | -19.2% | -14.4% |
| 30D | -8.0% | +13.2% | -21.3% | -9.6% |
| 3M | +0.8% | +7.8% | -6.9% | -0.3% |
| 6M | -12.8% | +15.8% | -28.5% | -14.2% |
| YTD | +22.7% | +21.0% | +1.8% | +19.2% |
| 1Y | +39.0% | +32.2% | +6.8% | +31.9% |
| All | +39.0% | +34.9% | +4.1% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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